# 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:

subject to:

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

- linprog: Matlab's Optimization Toolbox solver
- cdd: the free CDD package from K. Fukuda
- glpk (defualt): GNU Linear Programming Kit
- clp: Coin-or linear programming solver
- cvx: convex optimisation solver
- cplex: IBM Ilog CPLEX solver (version 12 and above)

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 (). A and B are the matrices defining the inequality constraints (). Aeq and Beq are the matrices defining the equality constraints (). 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:

- Tomaso Poggi (tpoggi@essbilbao.org)

Copyright is with:

- Copyright (C) 2010 University of Genoa, Italy.