Originally posted by: violets

How to find optimal basis for a linear programming problem, as MATLAB calling cplex gets an optimal solution? I tried following, but failed.

basic_variable_location=find(cplex.Solution.basis.colstat==1);
basic_variable_cost_coefficient=cplex.Model.obj(basic_variable_location);
basic_variable_solution=cplex.Solution.x(basic_variable_location);
optimal_basis=cplex.Model.A(:,basic_variable_location);

Originally posted by: violets

I verify it using following two ways. One is optimal value, another is optimal basic variable solutions.

basic_variable_cost_coefficient'*inv(optimal_basis)*cplex.Model.rhs==cplex.Solution.objval
inv(optimal_basis)*cplex.Model.rhs==basic_variable_solution

As can be seen in the reference documentation here, the Cplex.Solution property has nested properties basis.colstat and basis.rowstat that give the basis status for each column/row.

Originally posted by: violets

Thanks. 

That code is OK when setting upper bounds to Inf for all variables.