In my post at https://stat.ethz.ch/pipermail/r-help/2011-October/292019.html I included an undefined term "ej". The problem code should be as follows. It seems like a simple linear programming problem, but for some reason my code is not finding the solution.
obj <- c(rep(0,3),1) col1 <-c(1,0,0,1,0,0,1,-2.330078923,0) col2 <-c(0,1,0,0,1,0,1,-2.057855981,0) col3 <-c(0,0,1,0,0,1,1,-1.885177032,0) col4 <-c(-1,-1,-1,1,1,1,0,0,1) mat <- cbind(col1, col2, col3, col4) dir <- c(rep("<=", 3), rep(">=", 3), rep("==", 2), ">=") rhs <- c(rep(0, 7), 1, 0) sol <- Rglpk_solve_LP(obj, mat, dir, rhs, types = NULL, max = FALSE, bounds = c(-100,100), verbose = TRUE) The R output says there is no feasible solution, but e.g. (-2.3756786, 0.3297676, 2.0459110, 2.3756786) is feasible. The output is "GLPK Simplex Optimizer, v4.42 9 rows, 4 columns, 19 non-zeros 0: obj = 0.000000000e+000 infeas = 1.000e+000 (2) PROBLEM HAS NO FEASIBLE SOLUTION" One other thing, a possible bug - if I run this code with "dir" shorter than it should be, R crashes. My version of R is 2.131.56322.0, and I'm running it on Windows 7. Regards, Gareth ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.