Decision Optimization

Decision Optimization

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Basis Inverse in MATLAB using CPLEX

  • 1.  Basis Inverse in MATLAB using CPLEX

    Posted Fri December 13, 2013 07:31 AM

    Originally posted by: Hadi_Mosadegh


    I can solve a linear programing problem using linprog or cplexlp in MATLAB. After algorithm completes, I need to get B inverse in the final simplex iteration or at least basic variables by which I can extract the B matrix and reach the B inverse using inv(B).

    Thanks.


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Basis Inverse in MATLAB using CPLEX

    Posted Mon December 16, 2013 01:47 PM

    Originally posted by: Hadi_Mosadegh


    I found it. After algorithm finishes we can find the basis using cplex.Solution.basis.colstat and cplex.Solution.basis.rowstat. Then the inverse of B is obtained by inv(B).
    #CPLEXOptimizers
    #DecisionOptimization


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