Solve linear optimization problems

Linear programming (LP) is minimizing or maximizing a linear objective function subject to bounds, linear equality, and inequality constraints. Example problems include blending in process industries, production planning in manufacturing, cash flow matching in finance, and planning in energy and transportation.

Linear programming is the mathematical problem of finding a vector x that minimizes the function:


Subject to the constraints:


You can use MATLAB® to implement the following commonly used algorithms to solve linear optimization problems:


Algorithms for some special cases of linear programs where the constraints have a network structure are typically faster than the general-purpose interior-point and simplex algorithms. Special cases include:


Software Reference


Optimization Techniques Training Course
