Hello everyone! I?m trying to solve a linear optimization problem with r using the LPsolve function and i want to set upper and lower bounds for the obejctive function. Any idea?s on how to do this?? -- View this message in context: http://r.789695.n4.nabble.com/Upper-an-lower-bound-in-linear-programing-tp4631202.html Sent from the R help mailing list archive at Nabble.com.
Upper an lower bound in linear programing
2 messages · Haio, Petr Savicky
On Thu, May 24, 2012 at 07:16:20AM -0700, Haio wrote:
Hello everyone! I?m trying to solve a linear optimization problem with r using the LPsolve function and i want to set upper and lower bounds for the obejctive function. Any idea?s on how to do this??
Hello:
The formulation of an LP problem allows to use the objective
function also as a row in the constraint matrix. So, it is
possible to set a constraint on it. For example,
maximizing x + y
under the constraints
x/4 <= y <= 2 + x/3
x + y <= 9 (constraint on the objective function)
may be done as follows
library(lpSolve)
crit <- c(1, 1)
mat <- rbind(
c(-1/4, 1),
c(-1/3, 1),
c( 1, 1))
dir <- c(">=", "<=", "<=")
rhs <- c(0, 2, 9)
out <- lp("max", objective.in=crit, const.mat=mat, const.dir=dir, const.rhs=rhs)
out
Success: the objective function is 9
out$solution
[1] 7.2 1.8
Hope this helps.
Petr Savicky.