matlab单纯形法的代码

以下是MATLAB单纯形法的代码示例：

function [x_opt, f_opt] = simplex_method(A, b, c)
% A: m*n matrix, b: m*1 vector, c: n*1 vector
[m, n] = size(A);
B = eye(m); % initial basis matrix
N = setdiff(1:n, 1:m); % initial non-basis set
x_B = B\b; % initial basic feasible solution
while true
    c_B = c(B);
    c_N = c(N);
    A_B = A(:, B);
    A_N = A(:, N);
    lambda = c_B'/A_B;    y = lambda*A_N - c_N';
    if all(y >= 0)
        x_opt = zeros(n, 1);
        x_opt(B) = x_B;
        f_opt = c'*x_opt;
        return
    end
    [~, j] = min(y);
    d_B = A_B\A(:, N(j));
    if all(d_B <= 0)
        error('LP is unbounded')
    end
    theta = x_B./d_B;
    [~, k] = min(theta(d_B > 0));
    k = find(d_B == max(d_B(d_B <= 0)), 1);
    B(k) = N(j);
    N(j) = setdiff(N(j), B(k));
    x_B(k) = theta(k);
end
end