e04mbf

Purpose

Synopsis

[x,istate,objlp,clamda,ifail] = e04mbf(bl,bu,x<,cvec,a,msglvl,itmax,ifail>)

Description

 
 E04MBF solves linear programming (LP) problems of the form
 
                       T                   (x )             
           Minimize   c x   subject to  l<=(Ax)<=u            (LP)
                    n                                       
           x is in R                                        
 
 where c is an n element vector and A is an m by n matrix i.e.,
 there are n variables and m general linear constraints. m may be 
 zero in which case the LP problem is subject only to bounds on 
 the variables. Notice that upper and lower bounds are specified 
 for all the variables and constraints. This form allows full 
 generality in specifying other types of constraints. For example 
 the ith constraint may be specified as equality by setting l =u .
                                                             i  i
 If certain bounds are not present the associated elements of l or
 u can be set to special values that will be treated as -infty or 
 +infty.
 
 The routine allows the linear objective function to be omitted in
 which case a feasible point for the set of constraints is sought.
 
 The user must supply an initial estimate of the solution.
 
 Users who wish to exercise additional control and users with 
 problems whose solution would benefit from additional flexibility
 should consider using the comprehensive routine E04NAF.
 

Parameters

e04mbf

Required Input Arguments:

bl (:)                                real
bu (:)                                real
x (:)                                 real

Optional Input Arguments:                       <Default>

cvec (:)                              real     zeros(length(x),1)
a (:,:)                               real     zeros(1,length(x))
msglvl                                integer  1
itmax                                 integer  50
ifail                                 integer  -1

Output Arguments:

x (:)                                 real
istate (:)                            integer
objlp                                 real
clamda (:)                            real
ifail                                 integer