[R] newbie needs help using R as solver

Vito Ricci vito_ricci at yahoo.com
Thu Sep 16 12:00:10 CEST 2004


Hi,

it a LP problem. It's not just a function to optimize
(in this way optim() and optimize() are not usefull),
but a linear system grouping sever
equations/dis-equations.
See package linprog and boot.

See these link about LP:

http://www.ece.northwestern.edu/OTC/
http://www.isye.gatech.edu/~spyros/LP/LP.html
http://www.faqs.org/faqs/linear-programming-faq/

best
Vito

Greetings
I'm a total newbie in R and I'm trying to make a
comparisson of Excel 
and R in the fields of:
- optimisation modeling (using solver)
-  decision trees
-  simulation modeling
as described in Winston, Wayne L.:  Practical
Management Science.
for optimisation modeling in Excel I would normaly use
solver. In R 
however I can't seem to be able to find the solution.
I've narrowed it 
down to optim, optimize functions (I might be totaly
wrong), but I can't 
figure out how to set the conditions. I've read
something about nlm 
model but I can't find the anwser (examples are not
easy enough for me).
what I wanna do is solve this simple task:
a+b =< 500000
c+d  =< 500000
g  >= 0,25*c+d
a+b+c+d+g =< 1000000
a, b, c, d, g => 0

I would very much appreciate any help in this matter.
I need to locate 
the appropriate function for the task and figure out
how to write this 
formulas. I'd also be very thankfull for any help
(links) to simple 
examples of decision trees and/or simulation.
   
    Andrej Udu&#269;

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