shili082.m

约束最优化

% P225
r=-1.06;s=-1.15;
c=-[0,0,0,1.4,0,0,1.25,0,1.15,0,1.06];
A=[1,1,0,0,0,0,0,0,0,0,0;
0,r,1,1,1,0,0,0,0,0,0;
s,0,0,0,r,1,1,1,0,0,0;
0,0,s,0,0,0,0,r,1,1,0;
0,0,0,0,0,s,0,0,0,r,1;
0,0,0,1,0,0,0,0,0,0,0;
0,0,0,0,0,0,1,0,0,0,0];
b=[10,0,0,0,0,3,4];

A1=A(6:7,:);
A2=A(1:5,:);
B1=b(6:7);
B2=b(1:5);
v1=zeros(1,11);

[x,f,exitflag,out]=linprog(c,A1,B1,A2,B2,v1),