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Hello,

Given:

A=[4 3; -1 7; 5 9; 2 4];

x=[x1;x2];

b=[b1; b2; b3; b4];

How can I maximize the linear system of equations: Ax=b?

Matt J
on 26 Nov 2018

Edited: Matt J
on 27 Nov 2018

Matt J
on 30 Nov 2018

Runs fine for me. Here is my complete implementation.

C=[ 0.0038 0.0038 0.0038 0.0038

0.0037 0.0037 0.0037 0.0037

0.0036 0.0036 0.0036 0.0036

0.0034 0.0034 0.0035 0.0035

0.0033 0.0033 0.0034 0.0034

0.0032 0.0032 0.0033 0.0033

0.0031 0.0031 0.0032 0.0033

0.0029 0.0029 0.0031 0.0031

0.0028 0.0028 0.0029 0.0028

0.0027 0.0027 0.0024 0.0023];

A1=C(:,2:end);

A2=-C(:,2:end);

Aleq=[A1;A2];

%The less equal RHS

bleq=[C(:,1) -C(:,1)];

Aeq=ones(3,1);

beq=1;

lb=zeros(3,1);

ub=[];

%initial guess

x0=0.1*rand(3,1);

%Defining the objective function

Cs=C(:,2:4);

[OptArgum, optimalVal] = fminimax(@(x) Cs*x,x0,Aleq,bleq(:),Aeq.',beq,lb,ub);

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