[R] R and LINGO?

Jeff Newmiller jdnewmil at dcn.davis.ca.us
Fri Nov 10 20:21:21 CET 2017


That is interesting that you are having difficulty. Well, not really... please read the Posting Guide:

a) No homework questions. Use the resources offered in your educational environment (school, MOOC, etc.).

b) If this is not homework then frame your question with example R code... this is a forum about R, not about finance (or other domain-specific concepts). You don't have to know the answer to ask it, but you have to show us which R skill or function you need help with, using example data and some attempt at a solution.

c) LINGO appears to be commercial software that offers an interface for R... the use of LINGO is definitely off topic here... we expect to be able to run your code examples using R and CRAN resources to be relevant to all R users. 
-- 
Sent from my phone. Please excuse my brevity.

On November 10, 2017 8:04:10 AM PST, "Jan Olsen Røyland" <janoroyland at outlook.com> wrote:
>Hei
>Im struggling with this problem:
>b) Another company wants to compose the optimal project portfolio based
>on the following 5-
>year project proposals. In the table, the cash flow for each project in
>each year is shown.
>Project 1 Project 2 Project 3 Project 4 Project 5 Project 6
>1st year of the project -58 -32 -18 -31 -33 -39
>2nd year of the project 17 17 11 4 21 30
>3rd year of the project 26 30 13 19 20 9
>4th year of the project 18 7 4 7 22 13
>5th year of the project 40 6 7 17 6 13
>In this case, the company can also choose which year each project
>should commence. These six
>candidate projects can begin either in 2018, in 2019 or in 2020, or not
>at all.
>The current proposal is to undertake project 1, 2, 3 and 5, with
>project 3 and 5 starting in 2018,
>project 2 in 2019 and project 1 in 2020. Available funds by the end of
>year 2017 will be 70 mill.
>The resulting cash flow is given in the following table:
>Project 1 Project 2 Project 3 Project 5
>Total cash flow
>from projects
>Available
>funds
>2017 70
>2018 -18 -33 -51 19
>2019 -32 11 21 0 19
>2020 -58 17 13 20 -8 11
>2021 17 30 4 22 73 84
>2022 26 7 7 6 46 130
>2023 18 6 24 154
>2024 40 40 194
>Formulate an optimization model in LINGO to determine which projects to
>undertake, and in which
>years. The goal is to maximize available funds by the end of year 2024,
>while making sure that
>available funds are always non-negative throughout the planning
>horizon. How much can the
>improve compared to the current proposal? (For simplicity, assume zero
>discount rate.)
>
>Med Vennelig Hilsen
>Jan Olsen R�yland
>
>
>	[[alternative HTML version deleted]]



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