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simple algorithm
Trivial questionI'm trying to write an algorithm which solves the followingx*P1+y*P2wnere x and y are integers P1 and P2 are prices. I want to find x and y such that the equation above is as close to zero as possible..Using excel solver it is easy but I'm writing the algorithm in matlab first hand. Any ideas??
simple algorithm
actually I dont have it so the question still stands any ides???
Last edited by player on August 6th, 2006, 10:00 pm, edited 1 time in total.
simple algorithm
Perhaps solve it without integer programming.x/y = -P2/P1Find a rational approximation for P2/P1. The problem is that you can let x and y have arbitrary numbers of digits when P2/P1 is irrational. When do you stop? You will need to specify a precision.In Mathematica, you could use Rationalize[P2/P1, 1E-10] Eg P1 = 1, P2 = -pi => x = 312689, y = 99532BM
simple algorithm
What about fsolve? Treat [P1 P2] as a vector multiplied against another vector of ints. Feed fsolve with a non-zero starting point.
simple algorithm
prices in cents are already integers, so x=P2, y= - P1 will do; for a 'minimal' solution cancel out common divisors (prime factors)