Hi list,
I want to find the total maximum resources I can spend given a set
allocation proportion and some simple budget constraints.
However, I get suboptimal results via lp and friends (i.e. lpSolve and
simplex in the linprog and boot) .
For example:
library(lpSolve)
proportions = c( 0.46, 0.28, 0.26)
constraints = c( 352, 75, 171)
lp(objective.in = proportions,
const.mat = diag(c(1,1,1)),
const.rhs=constraints,
const.dir=rep('<=',3),
direction='max'
)
## > Success: the objective function is 227.38
227.38 * proportions #[1] 104.5948 63.6664 59.1188 (OK all less than
constraints, however...)
267 * proportions ## [1] 122.82 74.76 69.42 (... a better result is
possible)
## This example goes over the budget constraints
proportions2 = c( 0.47, 0.28, 0.25)
constraints2 = c(12, 7, 99)
lp(objective.in = proportions2,
const.mat = diag(c(1,1,1)),
const.rhs=constraints2,
const.dir=rep('<=',3),
direction='max'
)
## > Success: the objective function is 32.35
32.35 * proportions2 ##[1] 15.2045 9.0580 8.0875 1st and second values are
higher than the constraints allow!!!
Any help gratefully received.
Best regards,
Selwyn
[[alternative HTML version deleted]]
______________________________________________
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.
