I need to write a Matlab code to solve the "six hump camel back function" by simplex method with any linear s.t. : M2: Six-hump Camel Back function ,
In order to find the min for that problem, Im using Sequntial linear programming.
In each iteration of the SLP im solving a new set of linear equations, and my problem is that after one or two iterations i get a set of equations in wich
the cost function has only nonpositive coefficients. As far as I know when all the cost coef' are nonpositive (in min problem) it means that optimum is achieved. So what do I do if all the cost coef' are nonpositive to begin with? and what is the solution in this case?