I'm trying to solve a linear programming problem using reinforcement learning. The linear programming problem is:
\begin{array}{ll} \text{maximize}_x & C* x \\ \text{subject to}& A*x \le b\\ \end{array}\begin{array}{ll} \text{maximize}_x & C* x \\ \text{subject to}& A*x \le b\\ & x_i \in [0,1],\ where \ i=1,2,3,... \end{array}
For instance: \begin{array}{ll} C &= [1 \; 2 \;3 \;4]\\ x &= [x1; x2; x3; x4]\\ A &= [2 \;3 \;4 \;5]\\ b &= 10\\ \end{array}
I've tried to use the DDPG algorithm to train in MATLAB but the result is not good. Any suggestions for this problem, and is it possible to do so, thanks?