simple linear programming problem
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    Ricardo Machado
 il 20 Set 2019
  
    
    
    
    
    Commentato: Steven Lord
    
      
 il 20 Set 2019
            This is an example from my textbook
Minimize 5x-7y-4z+6t
Subject to 2x+6y+z-t <= 5
5x+3y-6z-2t <= 7
-x-3y+6z+2t <= 6
x,y,z,t > = 0
So this is my code
f = [5 -7 -4 6]
A = [2 6 1 -1
    5 3 -6 -2
    -1 -3 6 2]
B = [5 7 6]
x = linprog(f,A,B)
So do i have to list the linear equality constraint if all variables are greater than zero or is there something wrong with the code?
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  Fabio Freschi
      
 il 20 Set 2019
        % your code
f = [5 -7 -4 6]
A = [2 6 1 -1
    5 3 -6 -2
    -1 -3 6 2]
B = [5 7 6]
% add lowerbound (0) and upper bound (Inf)
lb = [0 0 0 0]
ub = [Inf Inf Inf Inf]
% solve (Aeq = []; beq = [];)
x = linprog(f,A,B,[],[],lb,ub)
1 Commento
  Steven Lord
    
      
 il 20 Set 2019
				Fabio Freschi is correct. If you look at the description of the lb and ub input arguments on the linprog documentation page you'll see it says "Set Aeq = [] and beq = [] if no equalities exist."
The "Obtain Solution and Lagrange Multipliers" example on that page demonstrates this, solving a problem with bounds (actually, just lower bounds but no upper bounds) but no equality constraints.
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