Solve Linear Programming (Optimization) Problems in MATLAB - Step by Step Tutorial
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In this tutorial, we explain how to define and solve linear programming optimization problems in MATLAB. First, we explain the general form of linear programming optimization problems in MATLAB. Then, we give an example of how to transform a particular optimization problem to the general form that can be solved by MATLAB. Then we explain how to solve the linear optimization problem in MATLAB by using the linprog() function. We use an interior point method to solve the problem. The optimization problem can also be solved by using the dual simplex algorithm.
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