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.m640 chars24 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.
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