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Re: Linear Programing
From: |
Etienne Grossmann |
Subject: |
Re: Linear Programing |
Date: |
Thu, 23 Nov 2000 14:54:28 GMT |
Hello,
would something like :
===============================================================
function [zmax,PHIiter,PHIIiter,xbasic,ibasic]=linprog(A,b,c);
##
## Written for MATLAB version 5.0
##
## LINPROG uses the two phase simplex method to solve the linear
## program maximize cx subject to the constraints Ax = b and x >= 0 ,
## where A is m x n , rank(A) = m , and b >= 0 . The output vector
## is [zmax,PHIiter,PHIIiter,xbasic,ibasic], where zmax is the maximal
## objective value, PHIiter and PHIIiter are the phase I and phase II
## iteration counts, respectively, where xbasic is the vector of basic
## x variables at optimality, and where ibasic is the set of indices of
## the optimal basis columns in A (and hence the indices for the entries
## in xbasic). LINPROG detects infeasibility and unboundedness, and
## provides appropriate output messages in such cases. LINPROG also
## contains a heuristic check for cycling, terminating the algorithm
## when m Phase II iterations occur without a change in the objective
## value. See also PHASEI and PHASEII.
##
## Written by Jeff Stuart, Department of Mathematics,
## University of Southern Mississippi, Hattiesburg, MS 39406.
## December 1993. Revised, October, 1997.
## address@hidden
================================================================
be useful?
Etienne
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