Hey. I'll like to know which optimization method the MATLAB function linprog uses? How do I check?

Hey. I'll like to know which optimization method the MATLAB function linprog uses? How do I check?

[Nganyu Derick]

thanks once more for the answer. I noticed a numberof Interior Point methods when browsing the net. Which one exactly does MATLAB use? Help Please

Answer 1

[Alan Weiss]

linprog has several different algorithms. You can set the algorithm using the Algorithm option. The default algorithm is 'interior-point'. See the function reference page for details.

For details of the various algorithms, see Linear Programming Algorithms.

Alan Weiss

MATLAB mathematical toolbox documentation

[Nganyu Derick]

thanks very much