Home > freetb4matlab > optim > linprog.m

linprog

PURPOSE ^

% Solve a linear program. @code{linprog} solves the following LP:

SYNOPSIS ^

function [x fval] = linprog (f, A, b,

DESCRIPTION ^

% -*- texinfo -*-
% @deftypefn{Function File} {@var{x} =} linprog (@var{f}, @var{A}, @var{b})
% @deftypefnx{Function File} {@var{x} =} linprog (@var{f}, @var{A}, @var{b}, @var{Aeq}, @var{beq})
% @deftypefnx{Function File} {@var{x} =} linprog (@var{f}, @var{A}, @var{b}, @var{Aeq}, @var{beq}, @var{LB})
% @deftypefnx{Function File} {@var{x} =} linprog (@var{f}, @var{A}, @var{b}, @var{Aeq}, @var{beq}, @var{LB}, @var{UB})
% @deftypefnx{Function File} {[@var{x}, @var{fval}] =} linprog (@dots{})
% Solve a linear program. @code{linprog} solves the following LP:
%
% @example
% min f'*x
% @end example
%
% subject to
%
% @example
% @group
% A*x <= b
% Aeq*x = beq
% x >= LB
% x <= UB
% @end group
% @end example
%
% The default @var{Aeq} and @var{beq} are assumed to be empty matrices.
%
% The default lower bound @var{LB} is assumed to be minus infinite; the
% default upper bound @var{UB} is assumed to be infinite.
%
% @seealso{glpk}
% @end deftypefn

CROSS-REFERENCE INFORMATION ^

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