llgpcp: Solve an LLGP problem with complementary pivoting

Description Usage Arguments Details Value Author(s) References See Also

View source: R/llgpcp.R

Description

Solve a lexicographical linear goal programming (LLGP) problem using a modified primal simplex algorithm with complementary pivoting of the decision variables.

Usage

1
llgpcp(coefficients, targets, achievements, variable.classes, 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

variable.classes

A data frame with the complementary class assignments for the decision variables

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 'llgpcp' which is a list with three named components

tab

An object of type 'llgpcptab' for the augmented 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 fnovomes@poly.edu

References

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

See Also

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


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

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