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7.1 Linear programming

This function works by calling glpk of core Octave.

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 (octave)glpk.