e04mf {NAGFWrappers} | R Documentation |

e04mf solves general linear programming problems. It is not intended for large sparse problems.

e04mf(a, bl, bu, cvec, istate, x, optlist, n = nrow(x), nclin = nrow(a))

`a` |
double array The | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||

`bl` |
double array | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||

`bu` |
double array Must contain the lower bounds and bu the upper bounds, for all the constraints
in the following order. The first | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||

`cvec` |
double array The coefficients of the objective function when the problem is of type LP. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||

`istate` |
integer array Need not be set if the (default) optional argument coldstart is used. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||

`x` |
double array An initial estimate of the solution. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||

`optlist` |
options list Optional parameters may be listed, as shown in the following table:
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`n` |
integer: n, the number of variables. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||

`nclin` |
integer: m_L, the number of general linear constraints. |

R interface to the NAG Fortran routine E04MFF.

`ISTATE` |
integer array The status of the constraints in the working set at the point returned
in x. The significance of each possible value of |

`X` |
double array The point at which e04mf terminated. If |

`ITER` |
integer The total number of iterations performed. |

`OBJ` |
double The value of the objective function at |

`AX` |
double array The final values of the linear constraints |

`CLAMDA` |
double array The values of the Lagrange multipliers for each constraint with respect
to the current working set. The first |

`IFAIL` |
integer ifail =0unless the function detects an error or a warning has been flagged (see the Errors section in Fortran library documentation). |

NAG

http://www.nag.co.uk/numeric/FL/nagdoc_fl23/pdf/E04/e04mff.pdf

optlist<-list() ifail<-0 a<-matrix(c(1,1,1,1,1,1,1,0.15,0.04,0.02,0.04,0.02,0.01,0.03,0.03,0.05,0.08,0.02,0.06,0.01,0,0.02,0.04,0.01,0.02,0.02,0,0,0.02,0.03,0,0,0.01,0,0,0.7,0.75,0.8,0.75,0.8,0.97,0,0.02,0.06,0.08,0.12,0.02,0.01,0.97),nrow=7,ncol=7,byrow=TRUE) bl<-matrix(c(-0.01,-0.1,-0.01,-0.04,-0.1,-0.01,-0.01,-0.13,-9.999999999999999e+24,-9.999999999999999e+24,-9.999999999999999e+24,-9.999999999999999e+24,-0.0992,-0.003),nrow=14,ncol=1,byrow=TRUE) bu<-matrix(c(0.01,0.15,0.03,0.02,0.05,9.999999999999999e+24,9.999999999999999e+24,-0.13,-0.004900000000000001,-0.0064,-0.0037,-0.0012,9.999999999999999e+24,0.002),nrow=14,ncol=1,byrow=TRUE) cvec<-matrix(c(-0.02,-0.2,-0.2,-0.2,-0.2,0.04,0.04),nrow=7,ncol=1,byrow=TRUE) istate<-as.matrix(mat.or.vec(14,1)) x<-matrix(c(-0.01,-0.03,0,-0.01,-0.1,0.02,0.01),nrow=7,ncol=1,byrow=TRUE) e04mf(a,bl,bu,cvec,istate,x,optlist)

[Package *NAGFWrappers* version 24.0 Index]