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/*
Curve fitting problem 12.11(a) H P Williams "Model Building in Mathematical Programming"
Dr. H J Mackenzie
HARD software
hjm@hardsoftware.com
2006-01-05
*/
# set of points
set I;
# independent variable
param x {i in I};
# dependent variable
param y {i in I};
# output input values
printf {i in I} "x = %.1f; y = %.1f\n", x[i], y[i];
# define equation variables
var a;
var b;
var u {i in I}, >= 0;
var v {i in I}, >= 0;
# define objective function
minimize error: sum {i in I} u[i] + sum {i in I} v[i];
# define equation constraint
s.t. equation {i in I} : b * x[i] + a + u[i] - v[i] = y[i];
solve;
printf "y = %.4fx + %.4f\n", b, a;
/*
*
* DATA section
*
*/
data;
param : I : x y :=
1 0 1
2 0.5 0.9
3 1 0.7
4 1.5 1.5
5 1.9 2
6 2.5 2.4
7 3 3.2
8 3.5 2
9 4 2.7
10 4.5 3.5
11 5 1
12 5.5 4
13 6 3.6
14 6.6 2.7
15 7 5.7
16 7.6 4.6
17 8.5 6
18 9 6.8
19 10 7.3
;
end;