Linear Programming Objective Function with constant term.

Hi,

I'm wondering how you represent a constant value in the LP formulation in MATLAB, using "linprog".

For example,

Min Z = 2 x1 + 3 x2 + 4 y

x1 and x2 are variables.

y is an input value, not a variable.

How to represent this in the coding?

thanks!

Answer 1

[Matt J]

You cannot add a constant, but there shouldn't be any need to. Adding a constant to the objective function does not change the location(s) of the solutions, x.

[Patty]

Thanks, I wasn't sure.

I guess I should sum the final term to the total solution after run the linprog.

[Matt J]

Yes. One other thing you could do (although it would be silly) is to include the constant as an additional unknown x(i) in the problem, but set lb(i)=ub(i)=constant. For example, the following

    [x,f]=linprog([1 1 1],[],[],[],[],[0,0,2],[inf inf 2]);
    x=x(1:2);

is equivalent to

Min x(1)  + x(2) + 2
s.t. 0<=x(i)