lpsolveapi.optim: LP solver by 'lpSolveAPI'

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

LP solver by lpSolveAPI

Description

This function computes the solution to the linear program using the lpSolveAPI package.

Usage

lpsolveapi.optim(Af, bf, nf, A, rhs, sense, modelsense, lb, weight = NULL, ...)

Arguments

Af	The matrix that is involved in the objective function.
bf	The vector that is involved in the objective function.
nf	The number of observations in the data frame.
A	The constraint matrix.
rhs	The rhs vector for the linear constraints.
sense	The sense of the linear constraints.
modelsense	The indicator of whether the model is to max or min an objective function.
lb	The lower bound vector.
weight	The weighting matrix.
...	List of options to be passed to the Gurobi solver. This part is optional.

Details

The package lpSolveAPI cannot be used to solve quadratic programs.

Value

Returns the optimal point, the optimal value and the status of the solution.

objval	The optimal value.
x	The optimal point.
status	The status of the optimization problem.

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