Optimization in LinProg

Hi

When I run this in Matlab:

%Load is system load plus losses Load=2.1787;

%Build objective function vector. c=[1307 1211 1254 0 0 0 0 0 0 0 0 0]';

%Build Aeq matrix for equality constraints. Aeq=

    [0  0  0  -1 0 0  0  0   10   0   0 -10;

     0  0  0  0 -1 0  0  0   10 -10   0   0;
     0  0  0  0 0 -1  0  0    0  10  -10  0;
     0  0  0  0 0 0  -1  0    0   0  -10 10;
     0  0  0  0 0 0   0 -1   10   0  -10  0;
    -1  0  0  0 0 0   0  0   30 -10  -10 -10
     0 -1  0  0 0 0   0  0  -10  20  -10  0;
     0  0  0  0 0 0   0  0  -10 -10   30 -10;
     0  0 -1  0 0 0   0  0  -10   0  -10 20;];

%Build right-hand side of equality constraint.

beq=zeros(9,1);

%beq(6)=-1;

beq(7)=-1;

beq(8)=-1.1787;

%Build upper and lower bounds on decision variables.

LB=[.50 .375 .45 -500 -0.300 -0.300 -500 -500 -pi -pi -pi -pi]';

UB=[2.00 1.50 1.80 500 0.300 0.300 500 500 pi pi pi pi]';

[X,FVAL,exitflag,output,lambda]= linprog(c,[],[],Aeq,beq,LB,UB);

I always get "Optimization Terminated" . I changed the optimset but still same result. Please Help. Thanks

Answer 1

[Seth DeLand]

Hi Meemai,

The message "Optimization Terminated" means that the optimization completed as normal. If you look at the value of exitflag, it should be 1. The documentation for LINPROG says that a value of 1 means "Function converged to a solution x.". So the solver converged and the resulting solution is returned in X.

I can see how the message "Optimization Terminated" can be confusing or undesirable. You can turn off this message with an options structure:

options = optimset('Display','none');

and then calling LINPROG with that structure:

[X,FVAL,exitflag,output,lambda]= linprog(c,[],[],Aeq,beq,LB,UB,[],options);

Hope that helps.

[Meemai]

Hi Mr. Seth,

Thank you very much.

Answer 2

[Meemai]

Hi. I run the program stated above. The optimization terminated message is gone but the answer is not appearing in the Matlab. Pls. Help. Thank you.

[Sean de Wolski]

The answer is X.

[Meemai]

Thank you very much

Answer 3

[Meemai]

Hi.

Is there any chance to see the results of lambda in the program above? Thanks