lp2: Linear Programming with Free Variables

Description

Solve LP with free variables

Usage

lp2(direction = "min", objective.in, const.mat, const.dir, 
    const.rhs, free.var = NULL)

Arguments

direction

Character string giving direction of optimization: "min" (default) or "max."

objective.in

Numeric vector of coefficients of objective function

const.mat

Matrix of numeric constraint coefficients, one row per constraint, one column per variable (unless transpose.constraints = FALSE; see below).

const.dir

Vector of character strings giving the direction of the constraint: each value should be one of "<," "<=," "=," "==," ">," or ">=". (In each pair the two values are identical.)

const.rhs

Vector of numeric values for the right-hand sides of the constraints.

free.var

Vector of numeric values for indicating free variables. If this argument is NULL, no free variables is included.

Value

An lp object. See 'lp.object' for details.

Details

lp2 extends lpSolve::lp() to incorporate free variables easily.

Examples

Run this code

# NOT RUN {
     # Set up problem: maximize
     #   x1 + 9 x2 +   x3 subject to
     #   x1 + 2 x2 + 3 x3  <= 9
     # 3 x1 + 2 x2 + 2 x3 <= 15
     #
     f.obj <- c(1, 9, 3)
     f.con <- matrix (c(1, 2, 3, 3, 2, 2), nrow=2, byrow=TRUE)
     f.dir <- c("<=", "<=")
     f.rhs <- c(9, 15)
     #
     # Now run.
     #
     lp2("max", f.obj, f.con, f.dir, f.rhs)
     lp2("max", f.obj, f.con, f.dir, f.rhs, free.var = c(0, 1, 0))
# }