《线性优化问题》word版.doc

调用函数 linprog 使用格式x,fval,exitflag,output,lambda = linprog(f,A,b,Aeq,beq,lb,ub,x0,options)求 min z=f x 限制条件 Ax=b Aeq x= beq lb=x In linprog at 249 In xianxinyouhua at 9 Residuals: Primal Dual Duality Total Infeas Infeas Gap Rel A*x-b A*y+z-f x*z Error - Iter 0: 6.61e+002 7.16e+000 1.35e+003 2.00e+002 Iter 1: 4.29e+001 7.02e-016 1.28e+002 3.06e+000 Iter 2: 5.10e-015 4.58e-016 2.27e+001 1.13e+000 Iter 3: 3.08e-015 8.48e-015 1.10e+001 1.06e+000 Iter 4: 9.89e-013 4.97e-016 2.62e+000 2.42e-001 Iter 5: 9.57e-015 6.84e-014 1.44e-001 1.65e-002 Iter 6: 5.10e-015 9.93e-016 1.20e-005 1.38e-006Optimization terminated.x = 4.6667 0.0000 0.6667fval = -8.6667exitflag = 1output = iterations: 6 algorithm: large-scale: interior point cgiterations: 0 message: Optimization terminated. constrviolation: 3.5527e-015 firstorderopt: 4.3452e-006lambda = ineqlin: 2x1 double eqlin: 0.3333 upper: 3x1 double lower: 3x1 double