glpkAPI-package | R Documentation |
A low level interface to the GNU Linear Programming Kit (GLPK).
The package glpkAPI
provides access to the callable library
of the GNU Linear Programming Kit from within R.
Gabriel Gelius-Dietrich <geliudie@uni-duesseldorf.de>
Maintainer: Mayo Roettger <mayo.roettger@hhu.de>
Based on the package glpk by Lopaka Lee.
The GNU GLPK home page at http://www.gnu.org/software/glpk/glpk.html.
# load package library(glpkAPI) # preparing the model lp <- initProbGLPK() # model data nrows <- 5 ncols <- 8 # constraint matrix ne <- 14 ia <- c(1, 5, 1, 2, 2, 3, 1, 4, 1, 5, 3, 4, 1, 5) ja <- c(1, 1, 2, 2, 3, 3, 4, 4, 5, 5, 6, 7, 8, 8) ar <- c(3.0, 5.6, 1.0, 2.0, 1.1, 1.0, -2.0, 2.8, -1.0, 1.0, 1.0, -1.2, -1.0, 1.9) # objective function obj <- c(1, 0, 0, 0, 2, 0, 0, -1) # upper and lower bounds of the rows rlower <- c(2.5, -1000, 4, 1.8, 3) rupper <- c(1000, 2.1, 4, 5, 15) # upper and lower bounds of the columns clower <- c(2.5, 0, 0, 0, 0.5, 0, 0, 0) cupper <- c(1000, 4.1, 1, 1, 4, 1000, 1000, 4.3) # direction of optimization setObjDirGLPK(lp, GLP_MIN) # add rows and columns addRowsGLPK(lp, nrows) addColsGLPK(lp, ncols) setColsBndsObjCoefsGLPK(lp, c(1:ncols), clower, cupper, obj) setRowsBndsGLPK(lp, c(1:nrows), rlower, rupper) # load constraint matrix loadMatrixGLPK(lp, ne, ia, ja, ar) # solve lp problem solveSimplexGLPK(lp) # retrieve the results getSolStatGLPK(lp) getObjValGLPK(lp) getColsPrimGLPK(lp) # remove problem object delProbGLPK(lp)
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