Hi Tolga,
I do not see any problem with:
max {a1*x1 + a2*x2 + ... + a800*x800}
subject to:
x1+x2+ ... + x800 = 100
b1*x1+b2*x2+ ... +b800*x800 = B
c1*x1+c2*x2+ ... +c800*x800 = C
and an additional condition that x1,x2,...,x800 are
binary 0-1.
Regards,
Moshe Olshansky
--- Tolga Uzuner [EMAIL PROTECTED] wrote:
Dear R Users,
I am trying to use LP_SOLVE and would appreciate any
assistance with
the following problem:
- I am trying to choose a fixed number of items out
of a batch of
items: say 100 out of 800
- items have certain characteristics, say
characteric A, B and C
- I want to maximise the sum of A across all 100
items I choose while
ensuring that the sum of B and C across the items do
not exceed
certain constraints
How exactly do I set this up in lp_solve ? If I
associate a boolean, 0
or 1, with each item, I can constrain the sum of the
boolean to be
equal to 100. But how do I then further specify the
other constraints
(on the sum of B and the sum of C) and the objective
function (to
maximise the sum of A) ?
Thanks,
Tolga
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