[R] Translation of Linear minimization probelm from matlab to r
Haio
joakim.aback at gmail.com
Tue May 8 19:21:59 CEST 2012
Hi everyone, i´m a new user of R and i´m trying to translate an linear
optimization problem from Matlab into r.
The matlab code is as follow:
options = optimset('Diagnostics','on');
[x fval exitflag] = linprog(f,A,b,Aeq,beq,lb,ub,[],options);
exitflag
fval
x=round(x);
Where:
f = Linear objective function vector (vector of 45,rows)
A = Matrix for linear inequality constraints (3colums 45 rows matrix)
b = Vector for linear inequality constraints (3 rows vector)
Aeq = Matrix for linear equality constraints (45 colums, 8 rows )
beq = Vector for linear equality constraints (8 rows vector)
lb =Vector of lower bounds (45 rows)
ub = Vector of upper bounds (45 rows)
I have tryed the package "linprog" although i can´t find anyway to include
the linear inequality constraints into the "solveLP" function.
Can anyone please help me?
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