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Matlab linprog

  1. Sep 27, 2013 #1
    Dear All

    Firstly, thank you for looking at my post.

    I am so close to a solution to a problem that has been given me a massive headache.

    I am also very stupid and was wondring if one of smart guys could take a look at my problem and see if you might be able to help.

    I am trying to find the minimum solution of an argument in matlab using linprog.

    The argument takes the form of:

    s(t)=arg min||s(t)||1

    subject to

    ||As(t) - x(t)||22<e

    s is a five by one 1 matrix

    A is a three by five matrix

    and x(t) is a 3 by 1

    I cant get linprog to work at all and ideally I would like the s values that minimise the statement above returned.

    Any ideas or pointers of places to look would be very much appreciated.

    Thank you for your time

  2. jcsd
  3. Sep 29, 2013 #2


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  4. Sep 30, 2013 #3
    Thank you for your reply. I find Matlab to be a strange beast - flexible enough to do anything - yet so frustratingly constrained you feel like you can do nothing. There is a lp toolbox written by Stanford uni called cvx. This allows you to write the problem as you see it ie min argument subject to conditions. Much better than linprog and I am told its just as quick.
  5. Sep 30, 2013 #4


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    Well I think that's a bit harsh. All of the most common functionality is built in, and that's enough for 95% of applications. Specific and custom functionality can then be written on top, and that's what the file exchange/your brain is for.
  6. Sep 30, 2013 #5
    That is true - I admit it, I'm lazy. Well done to the guys who wrote cvx.
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