www.gusucode.com > optim 案例源码 matlab代码程序 > optim/UsetheDualSimplexAlgorithmExample.m
%% Linear Program Using the Dual-Simplex Algorithm % Solve a linear program using the |'dual-simplex'| algorithm. %% % For this example, use these linear inequality constraints: % % $$ x(1) + x(2) \le 2$$ % % $$x(1) + x(2)/4 \le 1$$ % % $$x(1) - x(2) \le 2$$ % % $$-x(1)/4 - x(2) \le 1$$ % % $$-x(1) - x(2) \le -1$$ % % $$-x(1) + x(2) \le 2.$$ A = [1 1 1 1/4 1 -1 -1/4 -1 -1 -1 -1 1]; b = [2 1 2 1 -1 2]; %% % Use the linear equality constraint $x(1) + x(2)/4 = 1/2$. Aeq = [1 1/4]; beq = 1/2; %% % Set these bounds: % % $$-1 \le x(1) \le 1.5$$ % % $$-0.5 \le x(2) \le 1.25 .$$ lb = [-1,-0.5]; ub = [1.5,1.25]; %% % Use the objective function $-x(1) - x(2)/3$. f = [-1 -1/3]; %% % Set options to use the |'dual-simplex'| algorithm. options = optimoptions('linprog','Algorithm','dual-simplex'); %% % Solve the linear program using the |'dual-simplex'| algorithm. x = linprog(f,A,b,Aeq,beq,lb,ub,options)