Can you compile a code including linprog function?
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I am in the process of buying a licence and I was wondering if the last version of matlab allows to compile and generate mex files using functions from optimization toolbox. I am developing a set of functions for stochastic optimization, which use functions from optimization toolbox, and I want to spped up the codea s much as possible. This is very relevant because the compiler prize at this point might be worthy for me if this is possible.
Thanks
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