Matlab Newbie: How to do a simple LP with CPLEX through MATLAB
1 次查看(过去 30 天)
显示 更早的评论
Hey guys,
I've never called CPLEX with Matlab and I was wondering how to call cplex to solve an LP?
I have the following inputs:
strings = cell(10,1) that consists of vectors of different lengths
value = cell(10,1) this holds the values of the strings
start = matrix (10,3) this is a 1 or 0 matrix if start(i) is included in string, 0 if not
end = matrix (10,3) this is a 1 or 0 matrix if end(i) is included in string, 0 if not
single = matrix (10,7) this is a 1 or 0 matrix if single(i) is included in string, 0 if not
dual = matrix (10,4) this is a 1 or 0 matrix if dual(i) is included in string, 0 if not
dualvalue = vector (1,4) this holds the values of the 'dual'
decision variable: x(s), which is binary (0,1) if string s is included, 0 if not.
obj fct: is to maximize the sum {value(s)*x(s)} + sum{dualvalue(i)*D(i)}
Constraints:
1. D(i) <= .5*(sum over all s){dual(is)*x(s)} for all i that belongs in dual
2. (sum over all s) single(is)*x(s)<=1 for all i that belongs in single
3. (sum over all s) dual(is)*x(s)<=2 for all i that belongs in dual
4. (sum over all start) x(s) - (sum over all end) x(s) = 0 for all k columns of start
5. (sum over all s) x(s) <= k
I'm using version 7.12.0; looking for the easiest way to do this; if there's an easier way by not calling cplex too, I'm all ears.
Thank you!
Andrew
回答(1 个)
Titus Edelhofer
2011-11-18
Hi Andrew,
I don't know of a link for calling CPLEX from MATLAB (apart from using system to call CPLEX like any other program). The optimization toolbox comes with linprog to solve linear problems, allthough I must admit I did not scan through your description to look, if your problem is indeed linear ...
Titus
2 个评论
Titus Edelhofer
2011-11-18
No, you don't. It will be the result of the call. But I admit that I don't really see from your description, what your variables (to optimize) and what are fixed values (parameters of the optimization problem)...
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Problem-Based Optimization Setup 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!