In addition to the individual bounds on the components, you may have up to ten linear constraints on the set of components. For example, you would need a linear constaint in the following situation. Suppose you need to constrain the wet ingredients (eggs, milk, oil) of a cake mix so that together they are not less than 40% or greater than 60% of the total mixture. If you are willing to allow equal amounts of these three ingredients, you would use the following values for the linear constraint: lower value is 0.4, the upper value is 0.6, and the component coefficients are all 1.

For the fondue data, the linear constraint is defined as follows

·    the lower value of the linear constraint is 0.00000

·    the coefficient for Emmenthaler cheese (A) is 1.00000

·    the coefficient for Gruyere cheese (B) is - 1.00000

This linear constraint requires that amount of Gruyere does not exceed the amount of Emmenthaler.