Use MATLAB to solve linear programs Optimization M

What to do when some of the
variables are missing ?
For example, suppose there are no lower bounds on the variables. In this case define l to be the empty set using the MATLAB command:
Use MATLAB to solve linear programs
LI Xiao-lei
MATLAB format for linear programs
MATLAB uses the following format for
linear prog. t. Ax ≤ b
>> l = []; Do this and resolve the LP by calling the linprog
command. You should see: Optimization terminated successfully. x= 0.6667 -0.3333 0.6667
What to do when some of the variables are missing ?
Aeq = beq
(1)
x≥ l
x≤u
Command format
A linear program in the format of equation (1) is solved using the command:
x = linprog(f ,A, b, Aeq, beq, l, u)
Simple example
Solve the linear program using MATLAB:
>> x = linprog(f,A,b,Aeq,beq,l,u) And you should see the following: Optimization terminated successfully. x= 0.5000 0.0000 0.5000
Similarly define other matrices to be empty matrices if they do not appear in the problem.
For example, if there are no equality constraints, define Aeq and beq as empty sets, i.e.
>> Aeq = []; >> beq = []; So this and resolve the LP by calling linprog. You should see: Optimization terminated successfully. x= 0.0000 1.0000 1.0000
Input the variables into MATLAB:
>> f = -[4;2;1]; >> A = [2 1 0;1 0 2]; >> b = [1;2]; >> Aeq = [1 1 1]; >> beq = [1]; >> l = [0;0;0]; >> u = [1;1;2];
Simple example