linprog crashes Matlab R2017b

Hello,

I am running an optimization routine on Matlab R2017b using a custom SLP algorithm. At some point when passing a sub problem to linprog; it will cause MATALB to crash and exit. I have tried the problem on future versions (Matlab online only - R2019b) and no crashes occured. Is this a bug or is there somthing wrong with my linear program? The reproducible code is below;

Any insight would be greatly appreciated.

Thanks

%linrog crash?
A2 = [ 1     1     1     0     0     0     1     0     0;
     1     2     0     1     0     0     0     0     0;
    -1     0     0     0     1     0     0     1     0;
     0    -1     0     0     0     1     0     0     1];
 
 c= [0;
     0;
     0;
     0;
     0;
     0;
     1;
     1;
     1];
 
 b = [   -0.1895;
   -0.0000;
   -0.8296;
   -0.9965];
sL2 = [-0.1866   -0.1866   -0.1866   -0.1866   -0.1866   -0.1866         0         0         0];
sU2 = [0.1866    0.1866    0.1866    0.1866    0.1866    0.1866       Inf       Inf       Inf];
s0 = [   0;
         0;
         0;
         0;
         0;
         0;
    0.1895;
    0.8296;
    0.9965];
lpoptions = optimoptions(@linprog,'Display','iter','algorithm','dual-simplex');
 [sn,fval,flagn,~,lambda] = linprog(c,[],[],A2,-b,sL2,sU2,s0,lpoptions);
 

Answer 1

[Kavya Vuriti]

Hi,

This crash might be because the "linprog" function is using the default 'dual-simplex' algorithm.Try switching to the 'interior-point' algorithm.

Hope this helps!!