To know the Exact Code Please To Run this Example: (optimization linprog)

Dear Eng.

I'm trying to solve this attached problem as Assignment using linprog Code

Then it will be solved through:

h(1) = 0.6

h(2) =0.8

h(3) =1

g(1) =0.1

g(2) =0.2

g(3) =0.3

C Matrix

C = [1

1

1]

A Matrix (3*3)

A= [h(1) - g(1)h(2) -g(3)h(3)

-g(2)h(1) h(2) -g(2)h(3)

-g(3)h(1) -g(3)h(2) h(3)]

b Matrix

b = [0

0

0]

Assuming Values for h's and Gamma's as shown above

Do you think we'll need Upper limit and Lower Limit for this example?

I need the correct Matlab Linprog Code to run please?

Thanks alot for your cooperation

I

[Torsten]

And what is the problem ?

[Dalia ElNakib]

I need please to write the correct Matlab Code for this Example.

How to formulate the

C Matrix

A Matrix

B Matrix for this example?

I need the correct Matlab Lnprog Code to run please?

Thank You

[Torsten]

h(1) = 0.6;
h(2) = 0.8;
h(3) = 1;
g(1) = 0.1;
g(2) = 0.2;
g(3) = 0.3;
%c Matrix  
c = [1; 1; 1];
%A Matrix (3*3)
A = -[h(1) -g(1)*h(2) -g(3)*h(3);-g(2)*h(1) h(2) -g(2)*h(3);-g(3)*h(1) -g(3)*h(2) h(3)];
%b Matrix
b = -[0; 0 ;0];
%Bound constraint
lb = [0;0;0];
ub = [Inf;Inf;Inf];
%Solve
p = linprog(c,A,b,[],[],lb,ub)

Optimal solution found.

p = 3×1

0 0 0

[Dalia ElNakib]

Thank you so much

[Torsten]

Note the minus sign in front of the matrix A and the vector b.

The inequality constraint in linprog is A*x <= b. Thus your A*x >= b has to be converted to -A*x <= -b.

[Dalia ElNakib]

h(1) = 0.6; 
h(2) = 0.8; 
h(3) = 1; 
g(1) = 0.1; 
g(2) = 0.2; 
g(3) = 0.3; 
%c Matrix 
c = [1; 1; 1]; 
%A Matrix (3*3) 
A = [h(1) -g(1)*h(2) -g(3)*h(3);-g(2)*h(1) h(2) -g(2)*h(3);-g(3)*h(1) -g(3)*h(2) h(3)]; 
%b Matrix 
b = [0; 0 ;0]; 
%Bound constraint 
lb = [0.0000003; 0.0000003; 0.0000003]; 
ub = [1000 ;1000 ;1000]; 
%Solve 
p = linprog(c,A,b,[],[],lb,ub);

Optimal solution found.

[Torsten]

No, my code from above was correct (using -A and -b).

I only wanted to point out that for linprog, it's necessary to pass -A and -b because the inequality is reversed compared to your problem formulation.