Hi!
I would like to solve a problem, where I have run many optimization problems by using a loop. That problem has already been solved by another person, however the results that I get in each step of the loop are very different from the result of the other person who solved this problem. That is why, I would like to make sure that Matlab uses the best algorithm available for this type of problem.
The problem:
A =
174726 187180 -1 196094 171660 -1 87100 110042 -1 182625 157808 -1 188196 233574 -1
b =
91832600 165805408 51750400 113998496 158685200
f =
-110429 -120153 1
problem: min f^T*x
st Ax<=b, x>=0
——————–
My code:
options=optimset('display','off');
[x,fval,exitflag,output]=linprog(f,A,b,[],[],zeros(1,3),[],[],options);
As previously mentioned, I have to run this code a number of times by using a loop. In each step only the two first elements of f change – otherwise the problem is exactly the same.
So, by not changing the algorithm Matlab uses "interior point" by default. I have tried to change something (largescale on/off, simplex, actice-set). But sometimes even though I change it in optimset it does not give me any error, and I can see in the output that the algorithm is stille the same. My question is, which algorithm is best for this type of problem and how do I tell Matlab to use it?
Thank you very much for your time and consideration!
Alex
Best Answer