lp_ex1

lp_ex1()

lp_ex1() - Example of linear program (LP) optimization.

Example of solving the following LP problem using qps_master().

(29)\[\min_{\x} \trans{\param{\rvec{c}}} \x\]

subject to

(30)\[\param{\rvec{l}} \le \param{\rmat{A}} \x \le \param{\rvec{u}}\]

(31)\[\param{\x}_\mathrm{min} \le \x \le \param{\x}_\mathrm{max}\]

where

(32)\[\begin{split}\param{\rvec{c}} = \left[\begin{array}{c} -5 \\ -4 \\ -6 \end{array}\right]\end{split}\]

(33)\[\begin{split}\param{\rvec{l}} = \left[\begin{array}{c} -\infty \\ -42 \\ -\infty \end{array}\right], \param{\rmat{A}} = \left[\begin{array}{cccc} 1 & -1 & 1 \\ -3 & -2 & -4 \\ 3 & 2 & 0 \end{array}\right], \param{\rvec{u}} = \left[\begin{array}{c} 20 \\ \infty\\ 30 \end{array}\right]\end{split}\]

(34)\[\begin{split}\param{\x}_\mathrm{min} = \left[\begin{array}{c} 0 \\ 0 \\ 0 \end{array}\right], \param{\x}_\mathrm{max} = \left[\begin{array}{c} \infty \\ \infty \\ \infty \end{array}\right]\end{split}\]