paralp {fastclime} | R Documentation |
A parameterized linear programming solver using parametric simplex method
paralp(obj,mat,rhs,obj_bar,rhs_bar,lambda=0)
obj |
The objective vector of the coefficient with length n. |
mat |
The constraint matrix of the linear programming with dimension m*n. Note this argument must be in matrix form even it is a vector. |
rhs |
The right hand side vector of the constraint with length m. |
obj_bar |
The vector used to time the parameter and added to the objective vector, with length n. This pertubation vector must be nonnegative. |
rhs_bar |
The vector used to time the parameter and added to the right hand side vector, with length m. This pertubation vector must be nonnegative. |
lambda |
The parametric simplex method will stop when the calculated paramter is smaller than lambda. The default value is zero and it corresponds to the optimal value. |
This function is used to solve a general linear programming in standard inequality form: "maximize obj*x+obj_bar*lambda, subject to: mat*x<=rhs+rhs_bar*lambda, x>=0"
The optimal value will be returned if it exists with a proper value of chosen lambda. Otherwise the function will indicate the problem is infeasible or unbounded.
Haotian Pang, Han Liu and Robert Vanderbei
Maintainer: Haotan Pang<hpang@princeton.edu>
fastclime
and fastclime-package
#generate an LP problem and solve it A=matrix(c(-1,-1,0,1,-2,1),nrow=3) b=c(-1,-2,1) c=c(-2,3) b_bar=c(1,1,1) c_bar=c(1,1) paralp(c,A,b,c_bar,b_bar)