Thread Subject: How do I solve the following system of linear inequalities?

Subject: How do I solve the following system of linear inequalities?

From: Loners Hicks

Date: 10 Feb, 2010 01:41:02

Message: 1 of 3

Let A=[1 -2 1 3 1;-1 1/2 -3 2 3;1 1 1 -3 -4;1 -3 2 2 4;-3 1 -2 1 2;3 0 -3 1 2]
and b=[0;0;0;0;0]
Ax >= b

How do I solve this in Matlab?
Please help me figure this out.

Thank you so much!

Subject: How do I solve the following system of linear inequalities?

From: Torsten Hennig

Date: 10 Feb, 2010 07:43:46

Message: 2 of 3

> Let A=[1 -2 1 3 1;-1 1/2 -3 2 3;1 1 1 -3 -4;1 -3 2 2
> 4;-3 1 -2 1 2;3 0 -3 1 2]
> and b=[0;0;0;0;0]
> Ax >= b
>
> How do I solve this in Matlab?
> Please help me figure this out.
>
> Thank you so much!

If you are only interested in whether your system
of inequalities has a feasible solution, use
'linprog' to solve the problem

min: eps
s.t.
-A*((x+) - (x-)) <= -b + (eps,eps,eps,eps,eps)
(x+), (x-), eps >= 0.

Best wishes
Torsten.

Subject: How do I solve the following system of linear inequalities?

From: Torsten Hennig

Date: 10 Feb, 2010 08:23:40

Message: 3 of 3

> > Let A=[1 -2 1 3 1;-1 1/2 -3 2 3;1 1 1 -3 -4;1 -3 2
> 2
> > 4;-3 1 -2 1 2;3 0 -3 1 2]
> > and b=[0;0;0;0;0]
> > Ax >= b
> >
> > How do I solve this in Matlab?
> > Please help me figure this out.
> >
> > Thank you so much!
>
> If you are only interested in whether your system
> of inequalities has a feasible solution, use
> 'linprog' to solve the problem
>
> min: eps
> s.t.
> -A*((x+) - (x-)) <= -b + (eps,eps,eps,eps,eps)
> (x+), (x-), eps >= 0.
>
> Best wishes
> Torsten.

If b=0, the described procedure is of course not
necessary because x=0 trivially satisfies your
inequality constraints.

Best wishes
Torsten.

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