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constraints
2008 Oct 22
2
suboptimal lp solutions
...s: the objective function is 227.38
227.38 * proportions #[1] 104.5948 63.6664 59.1188 (OK all less than
constraints, however...)
267 * proportions ## [1] 122.82 74.76 69.42 (... a better result is
possible)
## This example goes over the budget constraints
proportions2 = c( 0.47, 0.28, 0.25)
constraints2 = c(12, 7, 99)
lp(objective.in = proportions2,
const.mat = diag(c(1,1,1)),
const.rhs=constraints2,
const.dir=rep('<=',3),
direction='max'
)
## > Success: the objective function is 32.35
32.35 * proportions2 ##[1] 15.2045 9.0580 8.0875 1st and second values a...