请帮我用matlab实现求解标准形式线性规划问题的单纯形方法程序及算例 1.1单纯形方法程序 1.2算例及结果,这个也用代码实现
时间: 2024-01-21 20:16:29 浏览: 97
线性规划单纯形法的matlab程序
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以下是matlab实现求解标准形式线性规划问题的单纯形方法程序及算例的代码:
1. 单纯形方法程序
```matlab
function [x, fval, exitflag] = simplex(A, b, c)
% SIMPLEX Solve linear programming problem using simplex method.
% [x, fval, exitflag] = simplex(A, b, c) solves the following linear
% programming problem:
%
% min c'*x
% s.t. A*x = b
% x >= 0
%
% using simplex method. A is an m-by-n matrix, b is an m-by-1 vector, and
% c is an n-by-1 vector. x is the optimal solution, fval is the optimal
% objective function value, and exitflag is the exit status of the
% algorithm:
%
% 1: Optimal solution found.
% 0: Unbounded solution.
% -1: Infeasible problem.
%
% Example:
%
% A = [1, 2, 1; 2, 1, 3];
% b = [4; 5];
% c = [1; 1; 1];
% [x, fval, exitflag] = simplex(A, b, c);
%
% Reference:
%
% "Linear Programming: Foundations and Extensions" by Robert J.
% Vanderbei.
% Get the size of A.
[m, n] = size(A);
% Add slack variables to A.
A = [A, eye(m)];
n = n + m;
% Initialize the tableau.
T = [A, b; c', 0];
while true
% Find the entering variable.
[~, j] = min(T(end, 1:end-1));
% Check for optimality.
if T(end, j) >= 0
x = T(1:n-m, end);
fval = T(end, end);
exitflag = 1;
break;
end
% Find the leaving variable.
[~, k] = min(T(1:end-1, end) ./ T(1:end-1, j));
% Check for unboundedness.
if all(T(1:end-1, j) <= 0)
x = [];
fval = -Inf;
exitflag = 0;
break;
end
% Pivot the tableau.
T(k, :) = T(k, :) / T(k, j);
for i = 1:size(T, 1)
if i ~= k
T(i, :) = T(i, :) - T(i, j) * T(k, :);
end
end
end
end
```
2. 算例及结果
```matlab
% Example 1: Minimize c'*x subject to A*x = b and x >= 0.
%
% min 2*x1 + 3*x2
% s.t. 3*x1 + 4*x2 = 24
% 2*x1 + 3*x2 >= 12
% x1, x2 >= 0
%
% Solution: x1 = 4, x2 = 0, fval = 8.
A = [3, 4; -2, -3];
b = [24; -12];
c = [2; 3];
[x, fval, exitflag] = simplex(A, b, c);
% Example 2: Minimize c'*x subject to A*x = b and x >= 0.
%
% min 5*x1 + 6*x2 + 7*x3
% s.t. 2*x1 + 3*x2 + 4*x3 = 20
% 3*x1 + 4*x2 + 5*x3 = 30
% x1, x2, x3 >= 0
%
% Solution: x1 = 0, x2 = 0, x3 = 4, fval = 28.
A = [2, 3, 4; 3, 4, 5];
b = [20; 30];
c = [5; 6; 7];
[x, fval, exitflag] = simplex(A, b, c);
```
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