On Thu, May 24, 2012 at 07:16:20AM -0700, Haio wrote:
> Hello everyone!
> I´m trying to solve a linear optimization problem with r using the LPsolve
> function and i want to set upper and lower bounds for the obejctive
> function. Any idea´s on how to do this??
Hello:
The formulation of an LP problem allows to use the objective
function also as a row in the constraint matrix. So, it is
possible to set a constraint on it. For example,
maximizing x + y
under the constraints
x/4 <= y <= 2 + x/3
x + y <= 9 (constraint on the objective function)
may be done as follows
library(lpSolve)
crit <- c(1, 1)
mat <- rbind(
c(-1/4, 1),
c(-1/3, 1),
c( 1, 1))
dir <- c(">=", "<=", "<=")
rhs <- c(0, 2, 9)
out <- lp("max", objective.in=crit, const.mat=mat, const.dir=dir,
const.rhs=rhs)
out
Success: the objective function is 9
out$solution
[1] 7.2 1.8
Hope this helps.
Petr Savicky.
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