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From: Conrad on 10 May 2010 15:48
Hello,

Is anybody familiar with the syntax for using CPLEX 12.1 in Matlab? I am trying to code this linear programming problem:

max (sum( p(t)*(d(t)-c(t))))

subject to
s(t) = s(t-1) + 0.75*c(t) - d(t)
0 < s(t) < 2000
0 < d(t) < 200
0 < c(t) < 200

where p(t) is a vector fed to the solver;
d(t), c(t) and s(t) are what I want the system to optimize

Are there any good resources out there explaining how to do this in Matlab? I have only been able to find old ILOG CPLEX manuals for C++ and Java.

Thanks for any help,

Conrad
From: Marcus M. Edvall on 11 May 2010 21:16
Hi Conrad,

When using TOMLAB /CPLEX you can use this code:

toms 100x1 s d c
p = rand(100,1);
con1 = {s(1) == 0.75*c(1) - d(1)};
con2 = {s(2:end) == s(1:end-1) + 0.75*c(2:end) - d(2:end)};
con3 = {0 <= [s;d;c]; s<=2000; [d;c]<= 200};
sol = ezsolve(-sum(p.*(d-c)),{con1, con2, con3});

You can get a demo from here: http://tomopt.com/scripts/register.php

Best wishes, Marcus
http://tomopt.com/
http://tomdyn.com/

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