LPSOLVER

Solves linear programming problems using a specified LP solver

Contents

Function of MOBY-DIC TOOLBOX.

Description

This function computes the solution of the following quadratic problem:

$$ \min_x f'x $$

subject to:

$$ Ax <= B $$

$$ Aeq*x = Beq $$

lpSolver is an interface to the following LP solvers for Matlab:

CLP and GLPK are included in the MOBY-DIC Toolbox. Other solvers must be installed separately, if not available.

Syntax

[x, fval, status, solver_info]=lpSolver(f,A,B,Aeq,Beq,solver)

f is the matrices defining the linear cost ($\min_x f'x$). A and B are the matrices defining the inequality constraints ($Ax<=B$). Aeq and Beq are the matrices defining the equality constraints ($Aeq x = Beq$). solver is a string indicating the solver to be used. Available choices are listed above. x is the optimal solution and fval the optimal value. status is a flag which indicates (if equal to 1) that the solution is feasible and optimal. solver_info returns additional information provided by the selected solver.

Acknowledgements

Contributors:

Copyright is with:


Published with MATLAB® 7.8