Linear programming (having upper and lower limit)

2011 3 21
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I need help to write code for linear programming like below.
Minimize Z=5*x1+2*x2-3
Subject to x1+2x2=6 -1<x1<2 0<x2<1

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Andrew Newell
Andrew Newell 2011-3-21
Google "linear programming MATLAB"
Mohammad Yunus Ali
Mohammad Yunus Ali 2011-3-21
I wrote a code like below. but not running
clc
clear all
% minimizing f(x) = –5x1 – 4x2 –6x3, subject to
% x1 – x2 + x3 ? 20
% 3x1 + 2x2 + 4x3 ? 42
% 3x1 + 2x2 ? 30
% 0 ? x1, 0 ? x2, 0 ? x3.
f = [-5; -4; -6];
A = [1 -1 1
3 2 4
3 2 0];
b = [20; 42; 30];
lb = zeros(3,1);
Aeq=[];
beq=[];
x = linprog(f,A,b,Aeq,beq,lb);
Andrew Newell
Andrew Newell 2011-3-21
Assuming the question marks represent <=, this code works fine on my machine. Do you have the Optimization Toolbox?

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回答（1 个）

Andrew Newell
Andrew Newell 2011-3-21

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I assume that the above code is not working because you don't have the Optimization Toolbox. You can download Revised Simplex Method from the File Exchange and use fairly similar code:
clc
clear all
% minimizing f(x) = –5x1 – 4x2 –6x3, subject to
%
% x1 – x2 + x3 <= 20
% 3x1 + 2x2 + 4x3 <= 42
% 3x1 + 2x2 <= 30
% 0 <= x1, 0 <= x2, 0 <= x3.
f = [-5 -4 -6];
A = [1 -1 1
3 2 4
3 2 0];
b = [20 42 30];
inq = [-1 -1 -1];
minimize = 1;
revised(f,b,A,inq,minimize)
This gives some diagnostic code followed by
The optimum solution is:
x1 = 0
x2 = 15
x3 = 3

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Mohammad Yunus Ali
Mohammad Yunus Ali 2011-3-22
Thanks for your reply. But the code is not running. Its showing error. like below:
??? Undefined function or method 'revised' for input arguments of type 'double'.
Error in ==> linpr at 9
revised(f,b,A,inq,minimize)
could you pls write a complete code for me.
Andrew Newell
Andrew Newell 2011-3-22
Did you download the code and add the folder containing it to your path?

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