MATLAB: Algorithm parameter of solve ignored

Question

Using Problem-based linear solver linprog. Trying to pass Algorithm interior-point. Algorithm used is dual-simplex.

x1 = optimvar('x1');  % 




x2 = optimvar('x2');  % 
x3 = optimvar('x3');  % 
x4 = optimvar('x4');  % 
x5 = optimvar('x5');  % 
prob = optimproblem('Objective',10*x1 + 2*x2 + 4*x3 + 8*x4 - x5,'ObjectiveSense','min');  
options = optimoptions('linprog','Algorithm','interior-point');
% Constraints 
prob.Constraints.cons1 =    x1 + 4*x2 - x3            >= 16;
prob.Constraints.cons2 =  2*x1 +   x2       + x3      >= 4;
prob.Constraints.cons3 =  3*x1 +              x4 + x5 >= 8;
prob.Constraints.cons4 =    x1 +            2*x4 - x5 >= 20;
prob.Constraints.cons5 =  x1 >= 0;
prob.Constraints.cons6 =  x2 >= 0;
prob.Constraints.cons7 =  x3 >= 0;
prob.Constraints.cons8 =  x4 >= 0;
prob.Constraints.cons9 =  x5 >= 0;
prob.optimoptions(options);
problem = prob2struct(prob);
[sol, fval, exitflag, output] = solve(prob)
Optimal solution found.
sol = 
    x1: 0
    x2: 4.0000
    x3: 0
    x4: 10.0000
    x5: 0
fval = 88
exitflag = OptimalSolution
output = 
         iterations: 7
    constrviolation: 3.5527e-15
            message: 'Optimal solution found.'
          algorithm: 'dual-simplex'
      firstorderopt: 1.4211e-14
             solver: 'linprog'

Answer 1

You are passing the options incorrectly. See this example on the solve function reference page.

Alan Weiss

MATLAB mathematical toolbox documentation