[R-SIG-Finance] Mixed integer programming
Enrico Schumann
e@ @end|ng |rom enr|co@chum@nn@net
Tue Feb 19 14:45:51 CET 2019
>>>>> "Hannu" == Hannu Kahra <hkahra using gmail.com> writes:
Hannu> I have tried to replicate Example 5.1 in Luenberger: Investment Science.
Hannu> Here is the model
Hannu> model <- MIPModel() %>%
Hannu> add_variable(x[i], i = 1:7, type = "binary") %>%
Hannu> set_objective(200*x[1]+30*x[2]+200*x[3]+60*x[4]+50*x[5]+100*x[6]+50*x[7])
Hannu> %>%
Hannu> add_constraint(100*x[1]+20*x[2]+150*x[3]+50*x[4]+50*x[5]+150*x[6]+150*x[7]
Hannu> <= 500)
Hannu> solve_model(with_ROI("glpk",verbose = TRUE))
Hannu> I get the following error
Hannu> Error in UseMethod("solve_model") :
Hannu> no applicable method for 'solve_model' applied to an object of class
Hannu> "function"
Hannu> modelMixed integer linear optimization problem
Hannu> Variables:
Hannu> Continuous: 0
Hannu> Integer: 0
Hannu> Binary: 7
Hannu> Model sense: maximize
Hannu> Constraints: 1
Hannu> What is wrong? Thank you in advance.
Hannu> -Hannu
If you want people to help you, you need to provide a
reproducible example. Also, please do not post in HTML,
as code examples get scrambled and become unreadable.
(If I had to venture a guess, I'd think you've
forgotten one of those `%>%` before 'solve_model'.)
--
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net
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