R语言-最优化_整数规划、线性规划求解（Rsymphony）.docVIP

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： Rsymphony_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) 主要参数 作用 obj 规划目标系数 mat 约束向量矩阵 dir 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’代表连续实数，"I"表示整数规划 max 逻辑值，T为求最大值，F为最小值 Example 1 # 求解 library(Rsymphony) obj <- c(3, 1, 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 2 dir <- c("<=", "<=", "<=") rhs <- c(60, 40, 80) max <- TRUE Rsymphony_solve_LP(obj, mat, dir, rhs, max = max) #$solution #[1] 0 0 30 #$objval #[1] 90 #$status # 0表有解，1表找不到解 #TM_OPTIMAL_SOLUTION_FOUND # 0 Example 2 obj <- c(3, 1, 3) mat <- matrix(c(-1, 0, 1, 2, 4, -3, 1, -3, 2), nrow = 3)# [,1] [,2] [,3]#[1,] -1 2 1#[2,] 0 4 -3#[3,] 1 -3 2 dir <- c("<=", "<=", "<=") rhs <- c(4, 2, 3) max <- TRUE types <- c("I", "C", "I") Rsymphony_solve_LP(obj, mat, dir, rhs, types = types, max = max)#$solution#[1] 5.00 2.75 3.00#$objval#[1] 26.75#$status#TM_OPTIMAL_SOLUTION_FOUND # 0