How to prevent objective function from becoming negative with the linprog solver (i.e minimum should be 0)
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I am using the linprog solver to find two decision variables (x1 and x2) in order to minimize an objective function. The objective function is the cost of a process, for example:
Cost = x1*constant + x2*constant
My question is how can I prevent the solver from computing a negative objective function (i.e a negative cost). Logically the minimum cost is 0 but the solver is finding the optimal value for x1 and x2 such that cost is negative which doesn't make sense.
I would appreciate any help
Alan Weiss on 9 Dec 2013
You can add a constraint that the cost must be positive. This is a linear constraint:
-x1*constant1 -x2*constant2 <= 0
See the documentation on linear constraints.
MATLAB mathematical toolbox documentation