llgp: Solve an LLGP problem

In goalprog: Weighted and lexicographical goal programming and optimization

Description

Solve a lexicographical linear goal programming (LLGP) problem using a modified primal simplex algorithm.

Usage

llgp(coefficients, targets, achievements, maxiter = 1000, verbose = FALSE)

Arguments

coefficients	A matrix of coefficients for the linear objective functions
targets	A vector of target values for the objective functions
achievements	A data frame with the deviation variables for each objective together with the priority level
maxiter	The maximum number of interations with a default value of 1000
verbose	A logical value that determines if intermediate tableaus are to be printed

Details

The function implements the Ignizio (1976) modified simplex algorithm. When the user selects verbose=TRUE, the modified simplex tableau is printed at each iteration.

Value

An object of class 'llgp' which is a list with three named components

tab	An object of type 'llgptab' for the modified simplex tableau
solution	An object of typel 'llgpout' for the optimal solution
converged	A logical value that determines if the algorithm converged to the optimal solution

Author(s)

Frederick Novomestky [e-mail]

References

Ignizio, J. P. (1976). Goal Programming and Extensions, Lexington Books, D. C. Heath and Company.

See Also

check.tb, calc.ti.k, calc.ta.k, ev.llgp, dv.llgp, piv.llgp, llgptab, llgpout

Examples

data( ignizio.example.3.3 )
soln <- llgp( coefficients, targets, achievements )

Example output

Loading required package: lpSolve

goalprog documentation built on May 30, 2017, 5:07 a.m.