% Builds and solves a simple linear program echo on n = 100; A = randn(0.5*n,n); b = randn(0.5*n,1); c = randn(n,1); d = randn; cvx_begin variable x(n) dual variables y z minimize( c' * x + d ) subject to y : A * x == b; z : x >= 0; cvx_end echo off