ROI.plugin.alabama (version 0.3-1)

Example-3: Hock-Schittkowski-Collection Problem 36

Description

The following example solves exmaple 36 from the Hock - Schittkowski models (http://apmonitor.com/wiki/index.php/Apps/HockSchittkowski). $$minimize \ -x_1 x_2 x_3$$ $$subject \ to: \ x_1 + 2 x_2 + x_3 \leq 72$$ $$0 \leq x_1 \leq 20, \ 0 \leq x_2 \leq 11, \ 0 \leq x_3 \leq 42$$

Examples

# NOT RUN {
library(ROI)

hs036_obj <- function(x) {
    -x[1] * x[2] * x[3]
}

hs036_con <- function(x) {
    x[1] + 2 * x[2] + 2 * x[3]
}


x <- OP( objective = F_objective(hs036_obj, n = 3L), 
         constraints = F_constraint(hs036_con, "<=", 72),
         bounds = V_bound(ub = c(20, 11, 42)) )

nlp <- ROI_solve(x, solver = "alabama", start = c(10, 10, 10))
nlp
## Optimal solution found.
## The objective value is: -3.300000e+03
solution(nlp, "objval")
## [1] -3300
solution(nlp)
## [1] 20 11 15

# }

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