Problem is unbounded in linear programming
21 views (last 30 days)
Show older comments
I have this solution for a linear programming . I have used the linprog function , but I get showed the answer : Problem is unbounded .
Please if you can help me how to fix this problem .
The code is below :
AT = [1 4 2 3;
4 5 3 1];
u = [300 400];
g = [320 510 430 300];
z = linprog(g,AT,u);
2 Comments
Chendi Lin
on 9 Apr 2021
Hi Klaus,
Is there any missing lower bound or upper bound for the design variables?
For example, if all your design variables are non-negative, then you will have
lb = zeros(4,1);
ub = [];
z = linprog(g, AT, u, [], [], lb, ub);
Please refer to this document to see the syntax for linprog: Solve linear programming problems - MATLAB linprog (mathworks.com).
Thanks,
CD
Answers (1)
Chendi Lin
on 9 Apr 2021
Edited: Chendi Lin
on 9 Apr 2021
Hi Klaus,
Because all your design variables are non-negative, you will have
AT = [1 4 2 3;
4 5 3 1];
u = [300 400];
g = [320 510 430 300];
lb = zeros(4,1);
ub = [];
z = linprog(g, AT, u, [], [], lb, ub);
Notice that, linprog solves a minimization problem. Intuitively, the result is a zero vector. To make it a maximization problem, you can use
z = linprog(-1*g, AT, u, [], [], lb, ub);
And the result is [0; 0; 128.57; 14.29] now.
Please refer to this document to see the syntax for linprog: Solve linear programming problems - MATLAB linprog (mathworks.com).
Thanks,
CD
See Also
Categories
Find more on Get Started with Optimization Toolbox in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!