R 语⾔-最优化_整数规划、线性规划求解(Rsymphony ) Rsymphony 包简介
Rsymphony,混合整数线性规划SYMPHONY 求解器,其中主函数有:
主要参数
作⽤obj
山西储备物资管理局
规划⽬标系数mat
俄军
约束⽅向向量,有’>’、’<’、’=’构成rhs
约束值bounds
上下限的约束,默认0到INF type
限定⽬标变量的类型,’B’指的是0-1规划,’C’代表连max 逻辑值,T为求最⼤值,F为最⼩值example
example1
example2Rsymphony_solve_LP(obj, mat, dir, rhs, bounds = NULL , types = NULL , max = FALSE , verbosity = -2, time_limit = -1, node_limit = -1, gap_limit = -1, first_feasible = FALSE , write_lp = FALSE , write_mps = FALSE )
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5# 求解library (Rsymphony)obj <- c(2, 4, 3)mat <- matrix(c(3, 2, 1, 4, 1, 3, 2, 1, 2), nrow = 3)# [,1] [,2] [,3]#[1,] 3 4 2#[2,] 2 1 1#[3,] 1 3 2dir <- c("<=", "<=", "<=")rhs <- c(60, 40, 80)max <- F Rsymphony_solve_LP(obj, mat, dir, rhs, max = max)#$solution #[1] 0 0 30#$objval #[1] 90#$status # 0表有解,1表不到解#TM_OPTIMAL_SOLUTION_FOUND # 0
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obj <- c(3, 1, 3)mat <- matrix(c(-1, 0, 1, 2, 4, -3, 1, -3, 2), nrow = 3)# [,1] [,2] [,3]#[1,] -1 2 1#[2,] 0 4 -3#[3,] 1 -3 2dir <- c("<=", "<=", "<=")rhs <- c(4, 2, 3)max <- TRUE types <- c("I", "C", "I")Rsymphony_solve_LP(obj, mat, dir, rhs, types = types, max = max)#$solution #[1] 5.00 2.75 3.00#$objval #[1] 26.75#$status #TM_OPTIMAL_SOLUTION_FOUND # 0 12345678910111213141516171819