How to Use 'linprog' ?

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Asanga 2014-9-30

Hello! I have a objective function similar to following,

constraints

1. x1(t) and x2(t) are know from 1 to 24.

2. x3(t),x4(t) >= 0

3. if x3(t) > 0, x4(t) = 0

4. if x4(t) > 0, x3(t) = 0

5. z(t+1) = z(t) + a*x3(t) - a*x4(t) ; z(1)=0

6. 0 <= z(t) <=1

I tried 'linprog' to solve this problem. I used two matrices containing x1(t) and x2(t) data and tried to use a 'for' loop to solve this problem.

Also, I tried to use 'if' statement for constraint 3,4,5,6. But still I am getting errors and unrealastic answers.

Can I use for loop, if, etc to create constraints while using [x,fval] = linprog (f,A,b,Aeq,beq)

Thanks

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