opti_linprog

Solve a LP using an OPTI solver (e.g. CLP)

Syntax

x = opti_linprog(f,A,b)

x = opti_linprog(f,A,b,Aeq,beq)

x = opti_linprog(f,A,b,Aeq,beq,lb,ub)

x = opti_linprog(f,A,b,Aeq,beq,lb,ub,x0)

[x,fval,exitflag,info,lambda,Opt] = opti_linprog(f,A,b,Aeq,beq,lb,ub,x0,opts)

Description

x = opti_linprog(f,A,b) solves the linear program with objective specified by f, subject to the linear inequality constraints A, b.

x = opti_linprog(f,A,b,Aeq,beq) solves subject to the linear equality constraints, Aeq, beq.

x = opti_linprog(f,A,b,Aeq,beq,lb,ub) solves subject to the decision variable bounds lb, ub.

x = opti_linprog(f,A,b,Aeq,beq,lb,ub,x0) solves using the initial guess x0. Note most OPTI LP solvers do not use x0.

[x,fval,exitflag,info,lambda,Opt] = opti_linprog(f,A,b,Aeq,beq,lb,ub,x0,opts) allows the user to specify additional options via opts, created from optiset. This includes being able to specify the solver used via the 'solver' field. Also returned is the function value at the solution, exitflag, information structure plus lambda (dual variables) and internally created OPTI object.

Typical Use

This function is provided for users who are familiar with the Matlab Optimization Toolbox and its routines, and wish to experiment with OPTI toolbox routines without major code changes. It is suggested once you are familiar with the OPTI class and creating it, to use it explicitly rather than calling this function.