x1linprog.m

matlab介绍

% x1LinProg.m
% 线性规划--函数linprog()的简单应用示例
%
%   Author: HUANG Huajiang
%   Copyright 2003 UNILAB Research Center, 
%   East China University of Science and Technology, Shanghai, PRC
%   $Revision: 1.0 $  $Date: 2002/05/31 $
%
% 优化问题：
% max -5x1 + 6x2 + 7x3
% s.t. 5x1 - 6x2 + 10x3 <= 20
%      x1 + x2 + x3 = 5
%      x1 + 5x2 - 3x3 >=15
%      x1,x2,x3 >=0
%
% 注意：原问题不是标准形式，要先把原问题转化为最小化标准形式
%   Min f'(x)   
%   s.t. AX <= B
%        AeqX = Beq
%        LB <= X <= UB
%   即：
%   min  5x1 - 6x2 - 7x3
%   s.t. 
%        5x1 - 6x2 + 10x3 <= 20
%        -x1 - 5x2 + 3x3 <=-15
%        x1 + x2 + x3 = 5
%        x1,x2,x3 >=0

clear all
clc

f = [5 -6 -7]';     
A = [5  -6  10
     -1 -5  3 
     0  0   0 ];
b = [20 -15 0]';
Aeq = [1 1 1];
beq = [5];
lb = zeros(3,1);
[x, fval, exitflag,output,lambda] = linprog(f,A,b,Aeq,beq,lb)