lp2 {nonparaeff}

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.

Details

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

Value

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

Author(s)

Dong-hyun Oh, [e-mail]

See Also

lp

Examples

     # 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))