[R] Binary decision problem

[Moshe Olshansky]

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 <tolga.uzuner at gmail.com> 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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