www.gusucode.com > optim 案例源码 matlab代码程序 > optim/SolveanMILPwithLinearInequalitiesExample.m

    %% Solve an MILP with Linear Inequalities  
% Solve the problem
%
% $$ \mathop {\min }\limits_x 8{x_1} + {x_2}{\rm{\ subject\ to\ }}\left\{ {\begin{array}{*{20}{l}}
% {{x_2}{\rm{\ is\ an\ integer}}}\\
% {{x_1} + 2{x_2} \ge  - 14}\\
% { - 4{x_1} - {x_2} \le  - 33}\\
% {2{x_1} + {x_2} \le 20.}
% \end{array}} \right. $$
%

%% 
% Write the objective function vector and vector of integer variables. 
f = [8;1];
intcon = 2;  

%% 
% Convert all inequalities into the form |A*x <= b| by multiplying &#8220;greater
% than&#8221; inequalities by |-1|. 
A = [-1,-2;
    -4,-1;
    2,1];
b = [14;-33;20];  

%% 
% Call |intlinprog|. 
x = intlinprog(f,intcon,A,b)