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No feasible solution in optimisation in linprog

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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, [],[]);
advertisement(i) = current_limit;
x_values = [x_values,x];
if exitflag == 1
obj_values = vertcat(obj_values, obj);
obj_values = vertcat(obj_values, NaN);
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.

Accepted Answer

Matt J
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
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!

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More Answers (2)

Alan Stevens
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.
  1 Comment
Jackie on 11 Feb 2023
Hello, thank you for spotting my mistake! Unfortunately, there's still no feasible solutions.

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John D'Errico
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.


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