linprog - optim_doc
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### 2.14 Linear programming

— Function File: x = linprog (f, A, b)
— Function File: x = linprog (f, A, b, Aeq, beq)
— Function File: x = linprog (f, A, b, Aeq, beq, lb, ub)
— Function File: [x, fval] = linprog (...)

> Solve a linear problem.

> Finds

>               min (f' * x)

> (both f and x are column vectors) subject to

>               A   * x <= b
>               Aeq * x  = beq
>               lb <= x <= ub

> If not specified, Aeq and beq default to empty matrices.

> If not specified, the lower bound lb defaults to minus infinite and the upper bound ub defaults to infinite.

See also glpk.