mpt_solveLPi

MPT_SOLVELPi Interface to various LP solvers (version without errorchecks)

 [xopt,fval,lambda,exitflag,how]=mpt_solveLPi(f,A,B,Aeq,Beq,x0,lpsolver);

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 DESCRIPTION
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 Solves an LP problem:

     min  f'x
     s.t. A*x<=B,
          Aeq*x=Beq

 by using the method specified in 'lpsolver'

 WARNING: This is a "fast" version of mpt_solveLP:
   - objective vector "f" must be a row vector !!!
   - no (or at least very few) error checks are being performed
   - all 7 input arguments must be specified

 NOTE! NOTE! NOTE! This function is used only for internal purposes, ordinary
 users should always use "mpt_solveLP" instead.

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 INPUT
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 f        - Optimization objective (must be a row vector!!!!!!!!)
 A,B      - Matrices defining inequality constraints
 Aeq,Beq  - Matrices defining equality constraints
 x0       - Initial value                         
 lpsolver - Which LP solver to use:
              lpsolver=0: uses NAG (E04NAG.M)
              lpsolver=9: uses NAG (E04MBF.M)
              lpsolver=1: uses linprog.m
              lpsolver=2: uses CPLEX9 (cplexint)
              lpsolver=3: uses CDD Criss-Cross (cddmex)
              lpsolver=4: uses GLPK (glpkmex)
              lpsolver=5: uses CDD Dual Simplex (cddmex)
              lpsolver=6: uses SeDuMi
              lpsolver=7: uses QSopt (qsoptmex)
              lpsolver=8: uses CPLEX8 (lp_cplex)
              lpsolver=10: uses XPress
              lpsolver=11: uses Mosek
              lpsolver=12: uses OOQP
              lpsolver=13: uses CLP (mexclp)
              lpsolver=14: uses BPMPD (bpmpd_mex)
              lpsolver=15: uses CPLEX (cplexmex)
              lpsolver=16: uses PDCO

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 OUTPUT
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 xopt      - The optimizer
 fval      - Value of the objective
 lambda    - Vector of Lagrangian multipliers
 exitflag  - An integer specifying result of the optimization:
                1 - feasible optimal solution found
                0 - unbounded or undecided problem
               -1 - infeasible problem
 how       - States the result of optimization ('ok', 'unbounded', 'infeasible')

 see also MPT_SOLVELP