Linprog: Any ideas why x in [0,1] return a binary solution?

3 Ansichten (letzte 30 Tage)
Jiayang Xiao
Jiayang Xiao am 16 Jul. 2020
Beantwortet: Alan Weiss am 20 Jul. 2020
I constructed a Mosaic Generation Linear Program using linprog and relaxed the binary constrain with lb = 0 and ub = 1. With 'dual-simplex' method, I surprisingly obtained a binary solution. Any ideas why does this happen?

Antworten (1)

Alan Weiss
Alan Weiss am 20 Jul. 2020
I am not sure that I understand your objective function or all of your constraints, but it is well known that the solution of a linear programming problem is at constraint boundaries. If you have no linear constraints, only bound constraints, then the solution is going to be at the constraint boundaries, meaning a binary value.
Alan Weiss
MATLAB mathematical toolbox documentation

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by