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Pb using the MATLAB's linprog solver

Hello, I have a question about the problem encountered with the MATLAB's linprog solver : is it possible to give me an example that illustrates the fact that linprog provides an infeasible solution while other solvers return a correct one ? Thank you for your reply. Regards.


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  • # Posted 5 months ago
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eniv4
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I think, but not sure, that if you take A to be a matrix of very small numbers and the vector to b to be a vector of  big numbers, such that the different in scale will be something as 10^9, you'll get a wrong solution.
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Thank you for your help, but I did not manage to reproduce the problem. I have solved a large number of problems of this type :

f = rand(10, 1);
A = 1.0e-6 * rand(10, 4);
b = 1.06 * rand(4, 1);

and linprog always gives me a correct solution. I am working on MATLAB 6.5.1. Thank you for any other information.

Regards,

Olivier
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