rand('state',0); m = 10; % number of inequalities n = 5; % number of variables r = 10; % number of samples A = rand(m,n); B = rand(m,r); c_true = A'*rand(m,1); c_true = c_true/c_true(1); % cvx_quiet(true) cvx_begin variable X(n,r) minimize(sum(c_true'*X)) A*X >= B; cvx_end