add_lsymphony_solver: Add a SYMPHONY solver with 'lpsymphony'

In prioritizr/ppr: Optimal Project Prioritization

Add a SYMPHONY solver with lpsymphony

Description

Specify that the SYMPHONY software should be used to solve a project prioritization problem() using the lpsymphony package. This function can also be used to customize the behavior of the solver. It requires the lpsymphony package.

Usage

add_lpsymphony_solver(
  x,
  gap = 0,
  time_limit = .Machine$integer.max,
  first_feasible = FALSE,
  verbose = TRUE
)

Arguments

x	ProjectProblem object.
gap	numeric gap to optimality. This gap is relative and expresses the acceptable deviance from the optimal objective. For example, a value of 0.01 will result in the solver stopping when it has found a solution within 1% of optimality. Additionally, a value of 0 will result in the solver stopping when it has found an optimal solution. The default value is 0.1 (i.e. 10% from optimality).
time_limit	numeric time limit in seconds to run the optimizer. The solver will return the current best solution when this time limit is exceeded.
first_feasible	logical should the first feasible solution be be returned? If first_feasible is set to TRUE, the solver will return the first solution it encounters that meets all the constraints, regardless of solution quality. Note that the first feasible solution is not an arbitrary solution, rather it is derived from the relaxed solution, and is therefore often reasonably close to optimality. Defaults to FALSE.
verbose	logical should information be printed while solving optimization problems?

Details

SYMPHONY is an open-source integer programming solver that is part of the Computational Infrastructure for Operations Research (COIN-OR) project, an initiative to promote development of open-source tools for operations research (a field that includes linear programming). The lpsymphony package is distributed through Bioconductor. This functionality is provided because the lpsymphony package may be easier to install to install on Windows and Mac OSX systems than the Rsymphony package.

Value

ProjectProblem object with the solver added to it.

See Also

solvers.

Examples

## Not run: 
# load data
data(sim_projects, sim_features, sim_actions)

# build problem with lpsymphony solver
p <- problem(sim_projects, sim_actions, sim_features,
             "name", "success", "name", "cost", "name") %>%
     add_max_richness_objective(budget = 200) %>%
     add_binary_decisions() %>%
     add_lpsymphony_solver()

# print problem
print(p)

# solve problem
s <- solve(p)

# print solution
print(s)

# plot solution
plot(p, s)

## End(Not run)

prioritizr/ppr documentation built on Sept. 10, 2022, 1:18 p.m.