matlab中等式组的解法.pdfVIP

Matlab中不等式组的解法 swjtu 马宁 1 不等式组的解法 线性规划 （LP, Linear Programming ）是优 化问题的一种工具 Matlab 中最优化工具箱中线性规划函数—— linprog Linprog函数的用法 swjtu 马宁 2 Linprog函数的用法函数的用法 函数的用法函数的用法 提出问题 Finds the minimum of a problem specified by A⋅x ≤b,  T  min f xsuchthat Aeq x beq,  ⋅ =  lb x ub,  ≤ ≤ f ,xbbeqlbub, , , , are vectors, A and Aeq are matrices swjtu 马宁 3 Linpro函数的用法 分析问题 主要形式: x = linprog(f,A,b x = linprog(f,A,b,Aeq,beq x = linprog(f,A,b,Aeq,beq,lb,ub x = linprog(f,A,b,Aeq,beq,lb,ub,x0 x = linprog(f,A,b,Aeq,beq,lb,ub,x0,options x = linprog(problem [x,fval] = linprog(... [x,fval,exitflag] = linprog(... [x,fval,exitflag,output] = linprog(... [x,fval,exitflag,output,lambda] = linprog(...) swjtu 马宁 4 Linpro函数的用法 分析问题 问题的描述 x = linprog(f,A,b) solves min f*x such that A*x ≤b. x = linprog(f,A,b,Aeq,beq) solves the problem above while additionally satisfying the equality constraints Aeq*x = beq. Set A = [ ] and b = [ ] if no inequalities exist. x = linprog(f,A,b,Aeq,beq,lb,ub) defines a set of lower and upper bounds on the design variables, x, so that the solution is always in the range lb ≤x ≤ub. Set Aeq = [ ] and beq = [ ] if no equalities exist. x = linprog(f,A,b,Aeq,beq,lb,ub,x0) sets the starting point to x0. This option is only available with the medium