Linprog function in Matlab

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Charles
Posts: 20
Joined: Sat Feb 18, 2017 7:12 am

Linprog function in Matlab

Post by Charles » Mon Mar 06, 2017 12:28 pm

I have a system X(k+1) = Ax(k) + Bu(k) and I have a cost function which needs to be minimised. I need to find the optimal u(k) that minimises x(k). How can this be done using 'linprog' function on Matlab? The linear constraints are in terms of u(k) and x(k) but I need to find just the optimal u(k).

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