how to minimize a function with linear constraints with 9 variables in matlab

To minimize a function with linear constraints in MATLAB, you can use the built-in function linprog. Here is an example of how you can use linprog to minimize a function with linear constraints involving 9 variables:

main.m
% Objective function: f(x) = c1*x1 + c2*x2 + ... + c9*x9
c = [c1, c2, ..., c9];

% Inequality constraints: A*x <= b
A = [A1; A2; ...; A_m];
b = [b1; b2; ...; b_m];

% Equality constraints: A_eq*x = b_eq
A_eq = [A_eq1; A_eq2; ...; A_eq_p];
b_eq = [b_eq1; b_eq2; ...; b_eq_p];

% Lower and upper bounds: lb <= x <= ub
lb = [lb1; lb2; ...; lb9];
ub = [ub1; ub2; ...; ub9];

% Use linprog to minimize the objective function
[x, fval, exitflag, output] = linprog(c, A, b, A_eq, b_eq, lb, ub);

% Display the optimal solution and objective function value
disp('Optimal solution:');
disp(x);
disp('Optimal objective function value:');
disp(fval);
640 chars
24 lines

In the above code, you need to replace c1, c2, ..., c9 with the coefficients of the objective function, A1, A2, ..., A_m with the inequality constraint coefficients, b1, b2, ..., b_m with the inequality constraint bounds, A_eq1, A_eq2, ..., A_eq_p with the equality constraint coefficients, b_eq1, b_eq2, ..., b_eq_p with the equality constraint bounds, lb1, lb2, ..., lb9 with the lower bounds of the variables, and ub1, ub2, ..., ub9 with the upper bounds of the variables.

Note that linprog returns the optimal solution x, the optimal objective function value fval, the exit flag exitflag indicating the reason for termination, and additional output information output.

Make sure to refer to the MATLAB documentation for more details on the usage of linprog and how to specify the constraints and bounds.

gistlibby LogSnag