goalprog (version 1.0-2)

llgp: Solve an LLGP problem

Description

Solve a lexicographical linear goal programming (LLGP) problem using a modified primal simplex algorithm.

Usage

llgp(coefficients, targets, achievements, maxiter = 1000, verbose = FALSE)

Arguments

coefficients

A matrix of coefficients for the linear objective functions

targets

A vector of target values for the objective functions

achievements

A data frame with the deviation variables for each objective together with the priority level

maxiter

The maximum number of interations with a default value of 1000

verbose

A logical value that determines if intermediate tableaus are to be printed

Value

• An object of class 'llgp' which is a list with three named components
• tab
  An object of type 'llgptab' for the modified simplex tableau
• solution
  An object of typel 'llgpout' for the optimal solution
• converged
  A logical value that determines if the algorithm converged to the optimal solution

Details

The function implements the Ignizio (1976) modified simplex algorithm. When the user selects verbose=TRUE, the modified simplex tableau is printed at each iteration.

References

Ignizio, J. P. (1976). Goal Programming and Extensions, Lexington Books, D. C. Heath and Company.

See Also

check.tb, calc.ti.k, calc.ta.k, ev.llgp, dv.llgp, piv.llgp, llgptab, llgpout

Examples

data( ignizio.example.3.3 )
soln <- llgp( coefficients, targets, achievements )