Linear programming (having upper and lower limit)
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I need help to write code for linear programming like below.
Minimize Z=5*x1+2*x2-3
Subject to x1+2x2=6 -1<x1<2 0<x2<1
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Andrew Newell
2011년 3월 21일
Assuming the question marks represent <=, this code works fine on my machine. Do you have the Optimization Toolbox?
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Andrew Newell
2011년 3월 21일
I assume that the above code is not working because you don't have the Optimization Toolbox. You can download Revised Simplex Method from the File Exchange and use fairly similar code:
clc
clear all
% minimizing f(x) = –5x1 – 4x2 –6x3, subject to
%
% x1 – x2 + x3 <= 20
% 3x1 + 2x2 + 4x3 <= 42
% 3x1 + 2x2 <= 30
% 0 <= x1, 0 <= x2, 0 <= x3.
f = [-5 -4 -6];
A = [1 -1 1
3 2 4
3 2 0];
b = [20 42 30];
inq = [-1 -1 -1];
minimize = 1;
revised(f,b,A,inq,minimize)
This gives some diagnostic code followed by
The optimum solution is:
x1 = 0
x2 = 15
x3 = 3
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