ROI.plugin.cplex (version 0.2-5)

Example-1: Linear Problem 1

Description

$$maximize \ \ 2 x_1 + 4 x_2 + 3 x_3$$ $$subject \ to:$$ $$3 x_1 + 4 x_2 + 2 x_3 \leq 60$$ $$2 x_1 + x_2 + 2 x_3 \leq 40$$ $$ x_1 + 3 x_2 + 2 x_3 \leq 80$$ $$x_1, x_2, x_3 \geq 0$$

Examples

# NOT RUN {
require( "ROI" )
mat <- matrix(c(3, 4, 2,
                2, 1, 2,
                1, 3, 2), nrow=3, byrow=TRUE)
x <- OP(objective = c(2, 4, 3),
        constraints = L_constraint(L = mat,
                                   dir = c("<=", "<=", "<="),
                                   rhs = c(60, 40, 80)),
        maximum = TRUE)


opt <- ROI_solve(x, solver = "cplex")
opt
## Optimal solution found.
## The objective value is: 7.666667e+01
solution(opt)
## [1]  0.000000  6.666667 16.666667

# }