[airy6548]

规模不大时好像也这样
举个例子吧:

max f=2x1+5x2

st:x1 <=4
x2<=3
x1+x2<=8
x1,x2>=0

f=[-2 -5];
A=[1 0;0 1;1 2];
b=[4;3;8];

[x,fval]=linprog(f,A,b)

结果则为:
x =

2.00000000524781
2.99999999630342
fval =

-18.99999999201270