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Linear Programming and Mixed-Integer Linear Programming

Solve linear programming problems with continuous and integer variables

Functions

intlinprog Mixed-integer linear programming (MILP)
linprog Solve linear programming problems
mpsread Read MPS file for LP and MILP optimization data

Topics

Linear Programming Examples

Set Up a Linear Program

Shows details of writing linear constraints.

Typical Linear Programming Problem

This example shows the solution of a typical linear programming problem.

Maximize Long-Term Investments Using Linear Programming

Optimize a deterministic multiperiod investment problem using linear programming.

Mixed-Integer Linear Programming Examples

Mixed-Integer Linear Programming Basics

Simple example of mixed-integer linear programming.

Factory, Warehouse, Sales Allocation Model

Example of optimizing logistics in a small supply chain.

Travelling Salesman Problem

The classic traveling salesman problem, with setup and solution.

Optimal Dispatch of Power Generators

Example showing how to schedule power generation when there is a cost for activation.

Mixed-Integer Quadratic Programming Portfolio Optimization

Example showing how to optimize a portfolio, a quadratic programming problem, with integer and other constraints.

Solve Sudoku Puzzles Via Integer Programming

Sudoku is a type of puzzle that you can solve using integer linear programming.

Algorithms and Options

Linear Programming Algorithms

Minimizing a linear objective function in n dimensions with only linear and bound constraints.

Mixed-Integer Linear Programming Algorithms

The algorithms used for solution of mixed-integer linear programs.

Optimization Options Reference

Describes optimization options.

Tuning Integer Linear Programming

Steps for improving solutions or solution time.

intlinprog Output Functions and Plot Functions

How to monitor the progress of the intlinprog solution process.

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