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2005 Mar 11
1
Simplex(boot) returning invalid answer
In trying to use simplex() from the boot package, I have run into a
situation that doesn't seem like it should be possible. It is claiming
that it has solved the LP, but returns a vector of all zeros, which
does not satisfy the constraints I passed in. A small example:
> ubMatrix <- matrix(c(1,1,-1,0,-1,-1), 3, 2)
> ubVector <- c(2,1,-1)
> objective <- c(0,1)
> ubMatrix
[,1] [,2]
[1,] 1 0
[2,] 1 -1
[3,] -1 -1
> ubVector
[1] 2 1 -1
> smplx <- simplex( a = objective, A1 = ubMatrix, b1 = ubVector)
> smplx$solved
[1]...