MATLAB软件Linprog函数帮助

Optimization Toolbox

linprog

Solve a linear programming problem

Equation

where f, x, b , beq, lb, and ub are vectors and A and Aeq are matrices.

Syntax

x = linprog(f,A,b)

x = linprog(f,A,b,Aeq,beq)

x = linprog(f,A,b,Aeq,beq,lb,ub)

x = linprog(f,A,b,Aeq,beq,lb,ub,x0)

x = linprog(f,A,b,Aeq,beq,lb,ub,x0,options)

[x,fval] = linprog(...)

[x,lambda,exitflag] = linprog(...)

[x,lambda,exitflag,output] = linprog(...)

[x,fval,exitflag,output,lambda] = linprog(...)

Description

linprog solves linear programming problems.

x = linprog(f,A,b) solves min f'*x such that A*x <= b.

x = linprog(f,A,b,Aeq,beq) solves the problem above while additionally

satisfying the equality constraints Aeq*x = beq . Set A=[] and b=[] if no inequalities

exist.

x = linprog(f,A,b,Aeq,beq,lb,ub) defines a set of lower and upper bounds

on the design variables, x, so that the solution is always in the range lb <= x <= ub.

Set Aeq=[] and beq=[] if no equalities exist.

x = linprog(f,A,b,Aeq,beq,lb,ub,x0) sets the starting point to x0. This

option is only available with the medium-scale algorithm (the LargeScale option is set

to 'off' using optimset). The default large-scale algorithm and the simplex

algorithm ignore any starting point.

x = linprog(f,A,b,Aeq,beq,lb,ub,x0,options) minimizes with the

optimization options specified in the structure options. Use optimset to set these

options.

[x,fval] = linprog(...) returns the value of the objective functionfun at the

solution x: fval =f'*x.

[x,lambda,exitflag] = linprog(...) returns a value exitflag that

describes the exit condition.

[x,lambda,exitflag,output] = linprog(...) returns a structure output

that contains information about the optimization.

[x,fval,exitflag,output,lambda] = linprog(...) returns a structure

lambda whose fields contain the Lagrange multipliers at the solution x.

Input Arguments

Function Arguments contains general descriptions of