add_lsymphony_solver: Add a SYMPHONY solver with lpsymphony

Description

Specify that the SYMPHONY software should be used to solve a project prioritization problem using the lpsymphony package. This function can also be used to customize the behavior of the solver. It requires the lpsymphony package.

Usage

add_lpsymphony_solver(x, gap = 0, time_limit = -1,
  first_feasible = 0, verbose = TRUE)

Arguments

ProjectProblem-class object.

gap

numeric gap to optimality. This gap is relative when solving problems using gurobi, and will cause the optimizer to terminate when the difference between the upper and lower objective function bounds is less than the gap times the upper bound. For example, a value of 0.01 will result in the optimizer stopping when the difference between the bounds is 1 percent of the upper bound. For other solvers, this is the absolute gap, so if the optimal value for a maximization problem is 10, a gap of 0.01 means that a solution between 10 and 10.01 is required. Defaults to 0, so that optimal solutions will be returned.

time_limit

numeric time limit in seconds to run the optimizer. The solver will return the current best solution when this time limit is exceeded.

first_feasible

logical should the first feasible solution be be returned? If first_feasible is set to TRUE, the solver will return the first solution it encounters that meets all the constraints, regardless of solution quality. Note that the first feasible solution is not an arbitrary solution, rather it is derived from the relaxed solution, and is therefore often reasonably close to optimality. Defaults to FALSE.

verbose

logical should information be printed while solving optimization problems?

Value

ProjectProblem-class object with the solver added to it.

Details

SYMPHONY is an open-source integer programming solver that is part of the Computational Infrastructure for Operations Research (COIN-OR) project, an initiative to promote development of open-source tools for operations research (a field that includes linear programming). The lpsymphony package is distributed through Bioconductor. This functionality is provided because the lpsymphony package may be easier to install to install on Windows and Mac OSX systems than the Rsymphony package.

Examples

Run this code

# NOT RUN {
# load data
data(sim_projects, sim_features, sim_actions)

# build problem with lpsymphony solver
p <- problem(sim_projects, sim_actions, sim_features,
             "name", "success", "name", "cost", "name") %>%
     add_max_richness_objective(budget = 200) %>%
     add_binary_decisions() %>%
     add_lpsymphony_solver()

# print problem
print(p)

# solve problem
s <- solve(p)

# print solution
print(s)

# plot solution
plot(p, s)
# }