title: Linear program with double constraints on the same variable
body: <p>I have a linear program of the form min(f*x) s.t. A1*x &lt; d1; A2*x &lt; d2. The form with one constraint is implemented in Matlab in command <a href="http://www.mathworks.com/help/optim/ug/linprog.html" rel="nofollow">linprog</a>. What command can I use to solve linear program with two constrraints? </p>
  
  <p>I could of course create a block diagonal matrix, and double the size of the variable x, but if there is more efficient way I would like to use it, because the size of the matrix is quite large. </p>