[R] Optimizing problem R
kylmala
kylmala at wippies.fi
Thu May 24 07:56:43 CEST 2012
Hi,
and thanks for replying this. Yes, you are right that the term
min(24/bb,26/cc) is actually min(bb/24,cc/26) - my mistake. But still I
don't get it. If the objective function is
#min(m1,m2,m3)
f.obj <- c(1, 1, 1)
#and we now that
# a+aa<=15
# b+bb+bbb<=35
# cc+ccc<=40
# so
# 1a + 0b + 0c + 1aa + 0bb + 0cc + 0aaa + 0bbb + 0ccc <=15
# 0a + 1b + 0c + 0aa + 1bb + 0cc + 0aaa + 1bbb + 0ccc <=35
# 0a + 0b + 0c + 0aa + 0bb + 1cc + 0aaa + 0bbb + 1ccc <=40
# and the matrix of numeric constraint coefficients is
C = matrix(nrow=3, data=c(1,0,0,0,1,0,0,0,0,1,1,0,0,0,1,0,1,0,0,0,1))
#Constraits are:
f.rhs <- c(15, 35, 40)
#and
f_dir = c("<=", "<=", "<=")
Because the command lp is form lp ("max", f.obj, f.con, f.dir, f.rhs), how
can I get those other constraints in
m1 <= a/10
m1 <= b/11
m2 <= aa/13
m2 <= bb/12
m2 <= cc/10
m3 <= bb/24
m3 <= cc/26
--
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