Question about using the optimization linear programming in MATLAB ?
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Hello all,
I started to use the optimization linear programming function in MATLAB function
[x,fval,exitflag,output,lambda]=linprog(f,A,B,Aeq,Beq,lb,ub,x0,options)
I have the following optimization objectives and constraints
Min ||X||
where
||X||
represent the summation of the absolute values of X
X represent the variables in the optimization which are bounded between the interval [-1,1]
the constraint is AX=b
What I did is that I chose these for the function
[x,output]=linprog(f,[],[],Aeq,beq,lb,ub)
and as the objective of the optimization is minimize f*X the f = [1 1 1 1 1 1 1 1 1] in order to be multiplied with 9 values of X .
The problem is that I wasn't able to sum the absolutes of the 9 values of X which give me the summation minimum value which keep the constraints equal.
Is there anyone tried to solve this issue ??
Thanks in advance
Abduallah
回答（1 个）
Walter Roberson
2015-7-17
0 个投票
When you work with abs(X) then you are no longer working with linear programming. You will need to switch minimizers.
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2015-7-17
2015-7-17
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