simultaneous linear equations minimization by linprog command

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millennium
millennium 2014-1-14
编辑： Matt J 2014-1-14
how can i minimize some simultaneous linear equations by 'linprog' command(script)? for example we have three variables and we want to minimize each of them such that the summation of variables is constant and also there are some other constraints. how can i compute minimum of each variable with mentioned command?

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回答（2 个）

Matt J
Matt J 2014-1-14
编辑：Matt J 2014-1-14
If you have multiple objectives to minimize, it sounds like you really want FGOALATTAIN, rather than LINPROG.
Seth DeLand
Seth DeLand 2014-1-14
The summation of the variables being equal to a constant could be taken care of by an equality constraint. In that case, your Aeq matrix would be [1 1 1], and beq would be whatever you wanted the variables to sum up to.
There's a good video here that shows how to setup a linear optimization problem using linprog: http://www.mathworks.com/videos/mathematical-modeling-with-optimization-part-2-68974.html

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