check.betatgt.lp: Construct the linear program for the function 'check.betatgt'

In conroylau/lpinfer: An R Package for Inference in Linear Programs

Construct the linear program for the function check.betatgt

Description

This function solves the linear program that is used to find the logical bounds in the check.betatgt function.

Usage

check.betatgt.lp(data, lpmodel, modelsense, solver)

Arguments

data	An data frame or a matrix.
lpmodel	An lpmodel object.
modelsense	A string that indicates whether the program is a maximization or minimization problem. If it is "max", then it is referring to a maximization problem. Otherwise, it is referring to a minimization problem.
solver	A linear or quadratic programming solver. The exact solver that is supported depends on the test chosen.

Details

The linear program used to find the logical lower bound is

\min_{x \in \mathbf{R}^d} \,\, A_{\rm tgt} x \quad \mathrm{s.t.} \quad A_{\rm shp} x = β_{\rm shp} \quad \mathrm{ and } \quad x ≥q 0.

The linear program used to find the logical upper bound replaces the min operator by the max operator.

Value

Returns the solution to the linear program.

objval

The optimal value of the linear program. It is either the logical upper bound or the logical lower bound.

conroylau/lpinfer documentation built on Oct. 23, 2022, 9:21 a.m.