Description Usage Arguments Value Author(s) Examples
intlinprog
provides a simple interface to ROI using the optimization
model specification of MatLab(R)
minimize in x: f'*x subject to A*x <= b Aeq*x == beq x >= lb x <= ub
1 2 |
f |
Linear term (vector) of the objective function |
intcon |
Vector of which variables are integer |
A |
Inequality constraints (left-hand side) |
b |
Inequality constraints (right-hand side) |
Aeq |
Equality constraints (left-hand side) |
beq |
Equality constraints (right-hand side) |
lb |
Lower bound |
ub |
Upper bound |
x0 |
Initial solution |
options |
Additional optimization parameters |
The solution vector in x
as well as the objective value
in fval
.
Ronald Hochreiter, ron@hochreiter.net
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | # minimize 8x1 + x2
# subject to
# x1 + 2x2 >= -14
# -4x1 - 1x2 <= -33
# 2x1 + x2 <= 20
# x1, x2 integer
f <- c(8, 1)
A <- matrix(c(-1, -2, -4, -1, 2, 1), nrow=3, byrow=TRUE)
b <- c(14, -33, 20)
sol <- intlinprog(f, c(1, 2), A, b)
sol <- intlinprog(f, NULL, A, b)
sol$x
|
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