How to use linprog only once for two different constraints

Hello everyone.

I need help with the following problem:

I want to use the linprog function only once when I have two different constraints (actually they are equalities) for the same variable.

In one case, I have: b = [0;0;15] and in the other case I have b = [0;0;16];

You can think of it as an optimization problem that in a certain month I will produce 15 elements and 16 on next one.

I think it should be very simple, but I can't think of a way to do it.

Oh, and for the record, I know it would be super easy to just use linprog twice. The problem is I can only use it once.

With my methods I could only get unfeasible results.

Any thoughts?

[Matt J]

Why can you only use linprog once?

Answer 1

[Alan Weiss]

You can make your problem twice as big. Use twice as many variables x, twice as many variables in the lb and ub bounds, and twice as many in the linear constraints. You new b will be [0;0;15;0;0;16]. Read out the answers as the first half and second half of the linprog output. Make sense?

Alan Weiss

MATLAB mathematical toolbox documentation

[Rafael]

Thanks. I had done this earlier, but I made some serious mistakes that was giving me an unfeasible answer. Fixed and now works properly, tyvm

[Matt J]

@Rafael, it seems like a bad idea though. Solving 2 lower dimensional linear programs is better/faster, I would expect, than solving 1 higher dimensional one.