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lambda1x2
2009 Sep 17
0
lpSolve constraints don't seem to have an effect
...2*x^2
g2 <- function(y) 3*y^2
# Setting objective function and constraint values
G1 <- g1(seq(0,2,by=0.25))
G2 <- g2(seq(0,2,by=0.25))
F1 <- f1(seq(0,2,by=0.25))
F2 <- f2(seq(0,2,by=0.25))
con <- c(G1,G2,1) # slack variable included
obj <- c(F1,F2)
# Defining the constraints
lambdasx2 <- diag(1,ncol=19,nrow=19)
lambda1x2 <- c(rep(1,times=9),rep(0,times=9),0)
lambda2x2 <- c(rep(0,times=9),rep(1,times=9),0)
lambdamatrix <- rbind(lambda1x2,lambda2x2,lambdasx2)
conlamb <- rbind(con,lambdamatrix)
# Defining the right-hand side
rightside <- c(6,1,1,rep(0,times=19))...