[R] linear programming in R | limits to what it can do, or my mistake?
Evan Cooch
ev@n@cooch @end|ng |rom gm@||@com
Mon Jan 29 22:28:47 CET 2024
Question for 'experts' in LP using R (using the lpSolve package, say) --
which does not apply to me for the sort of problem I describe below.
I've run any number of LP's using lpSolve in R, but all of them to date
have objective and constraint functions that both contain the same
variables. This lets you set up a LHS and RHS matrix/vector that are
symmetrical.
But, for a problem a student posed in class, I'm stuck with how to do it
in R, if its even possible (its trivial in Maxima, Maple...even using
Solver in Excel, but I haven't been remotely successful in getting
anything to work in R).
Suppose you have a production system that at 4 sequential time steps
generate 640, 825, 580, and 925 units. At each time step, you need to
decide how many of those units need to be 'quality control' (QC) checked
in some fashion, subject to some constraints.
--> at no point in time can the number of units in the system be >1000
--> at the end of the production cycle, there can be no units left
--> 'QC checking' costs money, varying as a function of the time step
-- 35, 55, 50 and 65 for each unit, for each time step in turn.
Objective is to minimize total cost. The total cost objective function
is trivial. Let p1 = number sent out time step 1, p2 number sent out at
time step 3, and so on. So, total cost function we want to minimize is
simply
cost=(35*p1)+(55*p2)+(50*p3)+(65*p4)
where p1+p2+p3+p4=(640+825+580+925)=2970 (i.e., all the products get
checked). The question is, what number do you send out at each time step
to minimize cost?
Where I get hung up in R is the fact that if I let t(i) be the number of
products at each time step, then
t1=640,
t2=t1-p1+825
t3=t2-p2+580
t4=t3-p3+925
such that t1+t2+t3+t4=2970 (as it must), with additional constraints being
p1<=t1, p2<=t2, p3<=t3, p4<=t4, {t1..t4}<=1000, and t4-p4=0.
There may be algebraic ways to reduce the number of functions needed to
describe the constraints, but I can't for the life of me see how I can
create a coefficient matrix (typically, the LHS) since each line of said
matrix, which corresponds to the constraints, needs to be a function of
the unknowns in the objective function -- being, p1, p2, p3 and p4.
In Maple (for example), this is trivial:
cost:=35*p10+55*p12+50*p14+65*p16;
cnsts:={t10=640,t12=t10-p10+825,t14=t12-p12+580,t16=t14-p14+925,t16-p16=0,p10<=t10,p12<=t12,p14<=t14,p16<=t16,t10<=1000,t12<=1000,t14<=1000,t16<=1000};
Minimize(cost,cnsts,assume={nonnegative});
which yields (correctly):
p1=640, p2=405, p3=1000, p4=925
for minimized cost of 154800.
Took only a minute to also set this up in Maxima, and using Solver in
Excel. But danged if I can suss out any way to do this in R.
Pointers to the obvious welcome.
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