Hi Sven, May be this helps:
If you look into ?simplex.object " solved This indicates whether the problem was solved. A value of ‘-1’ indicates that no feasible solution could be found. A value of ‘0’ that the maximum number of iterations was reached without termination of the second stage. This may indicate an unbounded function or simply that more iterations are needed. A value of ‘1’ indicates that an optimal solution has been found. " s1 <- simplex(a=price * -1, A1=A, b1=b, A2=A, b2=b2, maxi=T) # This cant find a solution s1$solved #[1] -1 A.K. Dear All, I do have a problem with a linear optimisation I am trying to achieve: library(boot) price <- c(26.93, 26.23, 25.64, 25.97, 26.12, 26.18, 26.49, 27, 27.32, 27.93, 27.72, 27.23) A <- matrix(0, nrow=length(price)+1, ncol=length(price)) A[1,] <- 1 for(i in 1:length(price)) A[i+1,i] <- 1 b <- c(864000.01, 288000, 288000, 288000, 288000, 288000, 288000, 288000, 288000, 288000, 288000, 288000, 288000) b2 <- c(864000, 216000, 216000, 216000, 216000, 216000, 216000, 216000, 216000, 216000, 216000, 216000, 216000) simplex(a=price, A1=A, b1=b) # This works simplex(a=price, A1=A, b1=b, maxi=T) # This is the maxing function and works as well simplex(a=price * -1, A1=A, b1=b, A2=A, b2=b2, maxi=T) # This cant find a solution The result I would expect is that it picks the 4 highest(note I multiplied "price" with -1) numbers and multiplies them with constraint in b2. For example this works: library(boot) price <- c(1, 2, 3 , 4) A <- matrix(0, nrow=length(price)+1, ncol=length(price)) A[1,] <- 1 for(i in 1:length(price)) A[i+1,i] <- 1 b <- c(8.01, 2.5, 2.5, 2.5, 2.5) b2 <- c(8, 2, 2, 2, 2) simplex(a=price, A1=A, b1=b) simplex(a=price, A1=A, b1=b, maxi=T) simplex(a=price * -1, A1=A, b1=b, A2=A, b2=b2, maxi=T) I cant see a logical difference between the two, why would it not find a solution for the first problem? Thank you. Sven ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
