Does anyone know how to create a successive Linear programming optimization problem in MATLAB? Do you need to use CPLEX and how can you get that in MATLAB?

Thanks for any help!

[Walter Roberson]

https://www.ibm.com/docs/en/icos/12.8.0.0?topic=matlab-getting-started-cplex

[Torsten]

https://de.mathworks.com/matlabcentral/fileexchange/53331-slp_sqp

Answer 1

[arushi]

Hi Jessica,

I understand that you want to create a successive linear programming (SLP) optimization problem in MATLAB, you can use the fmincon function, which allows for constrained nonlinear optimization. SLP is an iterative method where a series of linear programming problems are solved to approximate the solution of a nonlinear optimization problem.It is not necessary to use the CPLEX function.However, If you want to use CPLEX with MATLAB for solving optimization problems, you need to have IBM ILOG CPLEX Optimization Studio installed on your system. CPLEX is a high-performance optimization solver that supports solving linear programming (LP), mixed-integer programming (MIP), quadratic programming (QP), and other types of optimization problems.

Here's how you can use CPLEX with MATLAB:

1. Install CPLEX: First, you need to install IBM ILOG CPLEX Optimization Studio on your system. You can download and install CPLEX from the IBM website. Make sure to follow the installation instructions provided by IBM to set up CPLEX on your machine.
2. MATLAB Interface for CPLEX: Once CPLEX is installed, you can use the MATLAB interface provided by CPLEX to solve optimization problems from MATLAB. The MATLAB interface allows you to call CPLEX functions and solve optimization problems directly from MATLAB.
3. Set Up MATLAB to Use CPLEX: After installing CPLEX, you need to set up MATLAB to use the CPLEX solver. This typically involves adding the CPLEX directories to MATLAB's search path and configuring MATLAB to recognize and use the CPLEX functions and libraries.

To know more about the ‘fmincon’ function, you can refer to its documentation here

https://www.mathworks.com/help/optim/ug/fmincon.html

For more information on installing and setting up CPLEX you can refer to this documentation -

https://www.researchgate.net/profile/Mohamed_Mourad_Lafifi/post/do_cplex_solver_in_GAMS_and_CPLEX_software_have_same_results/attachment/59d6479379197b80779a268d/AS%3A463101872087041%401487423498775/download/Getting+Started+with+CPLEX+for+MATLAB.pdf

Hope this helps.

Thank you