MATLAB: Converting a maximizing problem into a minimizing program using linprog

linprogMATLAB

Hi guys,

i have a question about the function linprog.

I want to use this function, and according to the matlab database the function linprog can be applied so that it solves for:

In my case i want to maximize the vector x. Can Anyone help me and tell me how to convert it? What effects will it have on the A matrix and the upper / lower bounds?

Thanks a lot!

Kev

Best Answer

You just need to reverse the sign of f. Don't touch the rest.

Related Solutions

MATLAB: Multistart or global search for lsqnlin

 problem = createOptimProblem('lsqnonlin','objective',@(x) myfun(x, y, X),...
                              'x0',x0,'lb',lb);
 ms = MultiStart;
 [x,f] = run(ms,problem,20)

MATLAB: I get matlab error :Failure in initial user-supplied objective function evaluation. FMINCON cannot continue.

1. Input vector for the objective function F is only x, not x and xdata.
2. I don't see that you define "xdata".
3. Since I suspect that "xdata" will be a vector, take care that F returns a scalar. As it stands, F returns a vector.

Best wishes

Torsten.

Best Answer

Related Solutions

MATLAB: Multistart or global search for lsqnlin

MATLAB: I get matlab error :Failure in initial user-supplied objective function evaluation. FMINCON cannot continue.

Related Question