Linprog function in Matlab
I have a system X(k+1) = Ax(k) + Bu(k) and I have a cost function which needs to be minimised. I need to find the optimal u(k) that minimises x(k). How can this be done using 'linprog' function on Matlab? The linear constraints are in terms of u(k) and x(k) but I need to find just the optimal u(k).