How to solve the LP problem in MATLAB using linprog?
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To Solve the LP problem, min 1'.r s.t y=F.r, r>=0, using linprog function i used linprog(f,[],[],F,y,LB,UB), where f is a unit vector, LB is a vector of values equal to 0 and UB is a vector of values equal to infinity. I got the correct solution as well. But I do not know how to solve the problem, min 1'.r s.t y=F.r, M.r>=0. What parameters should in give in linprog function to solve this problem?.
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Accepted Answer
Torsten
on 7 Jun 2017
f is not a unit vector, f is the vector with all elements equal to 1.
For the condition M*r>=0 set A=-M, b=0.
Best wishes
Torsten.
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