Path: Math/Analysis
% Uses the simplex method to minimize the cost when solving the problem
au = b and the cost is cu. Constraints should be stacked in the
following order: hard, soft equality, soft inequality.
Type Simplex for a demo.
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Form:
[u, f, rc] = Simplex( c, a, b, maxValue, maxIter, slack, relax,
nhardcon, nsofteq )
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Inputs
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c (1,n) Cost vector
a (m,n) Constraint matrix
b (m,1) Right-hand-side
maxValue (1,1) Maximum constraint on u
maxIter (1,1) Maximum number of iterations
slack (1,1) Optional. Set to 1 for a*u <= b
Set to 0 for a*u = b (default)
relax (1,1) Optional. Set to 1 to relax infeasible constraint
Set to 0 for hard constraints (dflt)
nhardcon (1,1) Number of hard constraints (used if relax = 1)
nsofteq (1,1) Number of soft equality constraints (if relax=1)
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Outputs
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u (n,1) Solution
f (1,1) Feasible solution = 1, No feasible solution = 0
rc (:,l) Vector denoting which constraints were relaxed
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Common: General/DispWithTitle Math: Analysis/Simplex2 Math: Linear/InvP Math: Linear/Mag
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