26 Introduction to Linear Optimization and Extensions with MATLAB
R
set of constraints Ax ≤ b represents inequality constraints (of the less than
or equal to type). Note that any constraint that is originally an inequality
constraint that is of the greater than or equal to type (≤) must be converted
to a less than or equal to equivalent. The second set of constraints A
eq
x = b
eq
represents the equality constraints, and l
b
≤ x ≤ u
b
represents the lower
and upper bounds on the decision variables. Then, A, A
eq
are matrices and
b, b
eq
, l
b
, u
b
are vectors. f is a vector that represents the cost coefficients of
the objective function. These quantities are represented in MATLAB as f, A,
b, Aeq, beq, lb, and ub and are used as arguments for the linprog function. ...