There are two approaches to linear programming and mixed-integer linear programming. This section describes the solver-based approach. See Linear Programming and Mixed-Integer Linear Programming.
For the solver-based steps to take, including defining the objective
function and constraints, and choosing the appropriate solver, see Optimization Problem Setup. To solve
the resulting problem, use intlinprog when there are
integer constraints, or use linprog when there are no
integer constraints.
intlinprog | Mixed-integer linear programming (MILP) |
linprog | Solve linear programming problems |
mpsread | Read MPS file for LP and MILP optimization data |
Set Up a Linear Program, Solver-Based
Problem formulation using the solver-based approach.
Typical Linear Programming Problem
This example shows the solution of a typical linear programming problem.
Maximize Long-Term Investments Using Linear Programming: Solver-Based
Optimize a deterministic multiperiod investment problem using linear programming.
Mixed-Integer Linear Programming Basics: Solver-Based
Simple example of mixed-integer linear programming.
Factory, Warehouse, Sales Allocation Model: Solver-Based
Example of optimizing logistics in a small supply chain.
Traveling Salesman Problem: Solver-Based
The classic traveling salesman problem, with setup and solution.
Optimal Dispatch of Power Generators: Solver-Based
Example showing how to schedule power generation when there is a cost for activation.
Office Assignments by Binary Integer Programming: Solver-Based
Solve an assignment problem using binary integer programming.
Mixed-Integer Quadratic Programming Portfolio Optimization: Solver-Based
Example showing how to optimize a portfolio, a quadratic programming problem, with integer and other constraints.
Solve Sudoku Puzzles Via Integer Programming: Solver-Based
Sudoku is a type of puzzle that you can solve using integer linear programming.
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.