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2.14 Linear programming

— Function File: x = linprog (f, A, b)
— Function File: x = linprog (f, A, b, Aeq, beq)
— Function File: x = linprog (f, A, b, Aeq, beq, lb, ub)
— Function File: [x, fval] = linprog (...)

Solve a linear problem.

Finds

          min (f' * x)

(both f and x are column vectors) subject to

          A   * x <= b
          Aeq * x  = beq
          lb <= x <= ub

If not specified, Aeq and beq default to empty matrices.

If not specified, the lower bound lb defaults to minus infinite and the upper bound ub defaults to infinite.

See also glpk.