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How to prevent objective function from becoming negative with the linprog solver (i.e minimum should be 0)

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John 2013-12-9

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回答： Alan Weiss 2013-12-9

Hi there,

I am using the linprog solver to find two decision variables (x1 and x2) in order to minimize an objective function. The objective function is the cost of a process, for example:

Cost = x1*constant + x2*constant

My question is how can I prevent the solver from computing a negative objective function (i.e a negative cost). Logically the minimum cost is 0 but the solver is finding the optimal value for x1 and x2 such that cost is negative which doesn't make sense.

I would appreciate any help

Sincerely

John

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John 2013-12-9

Do I need to define a constraint for this perhaps?

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Alan Weiss 2013-12-9

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You can add a constraint that the cost must be positive. This is a linear constraint:

-x1*constant1 -x2*constant2 <= 0

See the documentation on linear constraints.

Alan Weiss

MATLAB mathematical toolbox documentation

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