共轭梯度法编程（Conjugate gradient programming）.docVIP

共轭梯度法编程（Conjugate gradient programming） P90 second, 11 (2) Solving with large M method Min w=2x1+x2-x3-x4 S.T x1-x2+2x3-x4=2 2x1+x2-3x3+x4=6 X1+x2+x3+x4=7 Xi = 0, I = 1, 2, 3, 4 Matlab is solved as follows: F=[2,1, -1, -1200200200]; A=[1 -1 2-1100; 21-31010; 111100 1]; B=[2 6, 7]; Lb=zeros (7,1); [x, Fval, exitflag, output, lambda]=linprog (F, [], [], a, B, LB) Optimization terminated. The running results are as follows: = x Three Zero One Three Zero Zero Zero = Fval Two Exitflag = One Output = Iterations: 7 Algorithm:large-scale: interior point Cgiterations: 0 Message:Optimization terminated.