Hi, I have a problem with the function linprog. The solution doesn't converge and i don't understand why. I try with the options, large scale, simplex, nothing works. For example, for the 'interior point', the program exits with this message :
"Exiting: One or more of the residuals, duality gap, or total relative error has grown 100000 times greater than its minimum value so far"
How can i do ? Does the lines of the Matrix Aeq and Aineq must be independent ?
I give you my function and my matrix, if somebody can help me...