1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
|
// An example with inequality constraints
c=[-1,-1/3]'
A=[1,1;1,1/4;1,-1;-1/4,-1;-1,-1;-1,1]
b=[2,1,2,1,-1,2]
Aeq=[1,1/4]
beq=[1/2]
lb=[-1,-0.5]
ub=[1.5,1.25]
params = list("maxiter",20)
//Output
//Optimal Solution.
// lambda =
//
// reduced_cost: [0,-0.0833333]
// ineqlin: [0,0,0,0,0,0]
// eqlin: -1
// output =
//
// Iterations: 0
// constrviolation: 0
// exitflag =
//
// 0.
// fopt =
//
// - 0.6041667
// xopt =
//
// 0.1875
// 1.25
[xopt,fopt,exitflag,output,lambda]=linprog(c, A, b, Aeq, beq, lb, ub,params)
|
