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I am working with the linprog function in matlab and I am having problems with the upper bound. The problem does not actually require an upper bound, only a lower one, so initially I had the upper bound set to

UB=[]

This does provide a solution, but it is clearly incorrect. I then tried setting the upper bound to a relatively large number (10^25), this results in an exit flag of -3 (the problem is unbounded). I then try to decrease the value to 10^10, which results in exit flag -2 (no feasible point). I have tried to find an intermediate value but none will provide a solution. I have also checked my set up of the problem as a whole numerous times and cannot find the error there. Any suggestions as to what is happening with the bounds?

Shai
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user2570047
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  • "but it is clearly incorrect" - in what sense? does it violates the constraints? – Shai Oct 13 '13 at 13:52
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    Can you make a small instance of your problem where the error occurs and post it so it's repeatable? There isn't enough information to solve your problem as of now. – user327301 Oct 13 '13 at 15:49

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