# No feasible solution in optimisation in linprog

1 view (last 30 days)
Jackie on 11 Feb 2023
Commented: Jackie on 11 Feb 2023
My code:
f= [89;82;82;29;76];
A1= [0 0 2 1 0
2 11 0 0 1
60 60 0 0 8
2 2 0 0 50
15 9 0 0 8
0 0 20 14 9
4 0 60 14 0];
A= [A1;-A1];
AEQ= [1 1 1 1 1];
b= [100;140;120;130;140;150;60; -10; -100;-12;-13;-80;-13;-45];
alpha = 19:0.1:22;
obj_values = [];
x_values = [];
for i = 1:length(alpha)
current_limit = alpha(i);
[x, obj, exitflag, output] = linprog(f, A, b, AEQ, current_limit, [],[]);
x_values = [x_values,x];
if exitflag == 1
obj_values = vertcat(obj_values, obj);
else
obj_values = vertcat(obj_values, NaN);
end
end
Hello, I'm not too sure where went wrong but it does not seems to produce any feasible solutions with regards to the problem that I have coded and there are no errors with the code. Would love if anyone could provide any advices.

Matt J on 11 Feb 2023
Edited: Matt J on 11 Feb 2023
Your problem is infeasible because of the input problem data you provided, not because of coding errors. In particular, in Market Group 3, it is clear that you must allocate less than 3 to TVL and TVP in order to stay below the Saturation Level of 120. However, if TVP abd TVL are <3, there is no way for Market Group 2 to reach its Minimum Exposures of 100.
Matt J on 11 Feb 2023
If the optimization variables x(i) represent monetary expenditures, I'm assuming there should be non-negativity bounds on them as well, unless there are somehow ways to make negative expenditures in this scenario,
[x, obj, exitflag, output] = linprog(f, A, b, AEQ, current_limit, zeros(size(f)),[]);
Jackie on 11 Feb 2023
Thank you for the clarification! I'll check back with my tutor to see how it goes with regards to your comment!

Alan Stevens on 11 Feb 2023
I don't know if this will fix your problem, but I think the first number in the second row of A1 should be 8 not 2.
Jackie on 11 Feb 2023
Hello, thank you for spotting my mistake! Unfortunately, there's still no feasible solutions.

John D'Errico on 11 Feb 2023
Edited: John D'Errico on 11 Feb 2023
I posted a question recently to help explain some of the reasons when linprog fails. You should read my first answer, as it discusses infeasibility by linprog.
Jackie on 11 Feb 2023
Thank you for this information!

### Communities

More Answers in the  Distance Learning Community

### Categories

Find more on Choose a Solver in Help Center and File Exchange

R2022b

### Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!