Hi,
Every time I run the following code it outputs "optimization terminated".
I tried to insert options in linprog and set display off but it didnt work.
Can someone please help me with this?
thanks
x = sort(rand(100,1));y = 1+2*x + rand(size(x))-.5;% formulate the linear programming problem.
n = length(x);% our objective sums both u and v, ignores the regression
% coefficients themselves.
f = [0 0 ones(1,2*n)]';% a and b are unconstrained, u and v vectors must be positive.
LB = [-inf -inf , zeros(1,2*n)];% no upper bounds at all.
UB = [];% Build the regression problem as EQUALITY constraints, when
% the slack variables are included in the problem.
Aeq = [ones(n,1), x, eye(n,n), -eye(n,n)];beq = y;% estimation using linprog
params = linprog(f,[],[],Aeq,beq,[0;0],[0.999;0.999]);% we can now drop the slack variables
coef = params(1:2)
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