Version: | 0.6-5.1 |
Title: | R/GNU Linear Programming Kit Interface |
Description: | R interface to the GNU Linear Programming Kit. 'GLPK' is open source software for solving large-scale linear programming (LP), mixed integer linear programming ('MILP') and other related problems. |
Depends: | slam (≥ 0.1-9) |
SystemRequirements: | GLPK library package (e.g., libglpk-dev on Debian/Ubuntu) |
License: | GPL-2 | GPL-3 |
URL: | https://R-Forge.R-project.org/projects/rglp/, https://www.gnu.org/software/glpk/ |
NeedsCompilation: | yes |
Packaged: | 2024-01-13 15:39:28 UTC; hornik |
Author: | Stefan Theussl |
Maintainer: | Stefan Theussl <Stefan.Theussl@R-project.org> |
Repository: | CRAN |
Date/Publication: | 2024-01-13 16:00:02 UTC |
Interface to GLPK's file reader
Description
High level R interface to the CPLEX_LP, MATHPROG and MPS reader of the GNU Linear
Programming Kit (GLPK). Example data from the GLPK release is included
in the './examples/'
sub-directory.
Usage
## File reader for various formats
Rglpk_read_file(file, type = c("MPS_fixed", "MPS_free", "CPLEX_LP", "MathProg"),
ignore_first_row = FALSE, verbose = FALSE)
## print method
## S3 method for class 'MP_data_from_file'
print(x, ...)
Arguments
file |
a character string specifying the relative or absolute path to the model file. |
type |
a character string specifying the file format. This can be either
|
ignore_first_row |
a logical indicating whether the first row of
the model file should be ignored or not.
Default: |
verbose |
a logical for turning on/off additional solver output.
Default: |
x |
an object of class |
... |
further arguments passed on to the print method. |
Details
Rglpk_read_file()
takes the path to a file as an
argument and calls GLPK's file reader. The description of the linear or
mixed integer linear program is returned as an object of class
"MP_data_from_file"
.
Value
Rglpk_read_file()
returns the specification of a (mixed integer)
linear program defined in file
as an object of class
"MP_data_from_file"
. The returned object is a list containing
the following components.
objective |
a |
constraints |
a list with three elements: a
|
bounds |
a list containing two elements: |
types |
a character vector specifying whether the corresponding
objective variable is of type binary ( |
maximum |
a logical indicating whether a minimum or a maximum is sought. |
Further meta data is provided as attributes to the object.
Author(s)
Stefan Theussl
Examples
## read a CPLEX LP file
x <- Rglpk_read_file( system.file(file.path("examples", "plan.lp"), package
= "Rglpk"), type = "CPLEX_LP")
x
## optimal solution: 296.2166
Rglpk_solve_LP(x$objective, x$constraints[[1]], x$constraints[[2]],
x$constraints[[3]], x$bounds, x$types, x$maximum)
## read a MATHPROG file
x <- Rglpk_read_file( system.file(file.path("examples", "assign.mod"), package
= "Rglpk"), type = "MathProg")
x
## optimal solution: 76
Rglpk_solve_LP(x$objective, x$constraints[[1]], x$constraints[[2]],
x$constraints[[3]], x$bounds, x$types, x$maximum)
## read a MATHPROG file
x <- Rglpk_read_file( system.file(file.path("examples", "plan.mps"), package
= "Rglpk"), type = "MPS_fixed")
x
## optimal solution: 296.2166
Rglpk_solve_LP(x$objective, x$constraints[[1]], x$constraints[[2]],
x$constraints[[3]], x$bounds, x$types, x$maximum)
Linear and Mixed Integer Programming Solver Using GLPK
Description
High level R interface to the GNU Linear Programming Kit (GLPK) for solving linear as well as mixed integer linear programming (MILP) problems.
Usage
Rglpk_solve_LP(obj, mat, dir, rhs, bounds = NULL, types = NULL, max = FALSE,
control = list(), ...)
Arguments
obj |
a numeric vector representing the objective coefficients. |
mat |
a numeric vector or a (sparse) matrix of constraint coefficients. If the optimization problem is unconstrained then a matrix of dimension 0 times the number of objective variables is required. |
dir |
a character vector with the directions of the constraints.
For a nonzero number of constraints each element must be one of
|
rhs |
a numeric vector representing the right hand side of the constraints. |
bounds |
|
types |
a character vector indicating the types of the objective
variables. |
max |
a logical giving the direction of the optimization.
|
control |
a list of parameters to the solver. See *Details*. |
... |
a list of control parameters (overruling those specified in
|
Details
GLPK is open source. The current version can be found at https://www.gnu.org/software/glpk/glpk.html. Package Rglpk provides a high level solver function using the low level C interface of the GLPK solver. R interface packages which port all low level C routines of the GLPK API to R are also available. Consult the ‘See Also’ Section for references.
Matrix mat
and obj
may be sparse arrays or matrices
(simple_triplet_matrix
) as provided by the slam
package.
The control
argument can be used to set GLPK's many
parameters. See the respective method section of the GNU Linear
Programming Kit Reference Manual for further details. The following
parameters are supported:
- verbose:
turn GLPK terminal output on (
TRUE
) or off (FALSE
, the default).- presolve:
turn presolver on (
TRUE
) or off (FALSE
, the default).- tm_limit:
time limit in milliseconds of call to optimizer. Can be any nonnegative integer. Default: 0 (use GLPK default).
- canonicalize_status:
a logical indicating whether to canonicalize GLPK status codes (on success
Rglpk_solve_LP()
returns code 0) or not (1). Default:TRUE
.
Value
A list containing the optimal solution, with the following components.
solution |
the vector of optimal coefficients |
objval |
the value of the objective function at the optimum |
status |
an integer with status information about the solution
returned. If the control parameter |
solution_dual |
variable reduced cost, if available ( |
auxiliary |
a list with two vectors each containing the values of the
auxiliary variable associated with the respective constraint at
solution, primal and dual (if available, |
Author(s)
Stefan Theussl and Kurt Hornik
References
GNU Linear Programming Kit (https://www.gnu.org/software/glpk/glpk.html).
GLPK Interface to R (https://cran.R-project.org/package=Rglpk).
See Also
glpk and glpkAPI for C API bindings;
lp
in package lpSolve;
ROI_solve
in package ROI;
Rsymphony_solve_LP
in package
Rsymphony.
Examples
## Simple linear program.
## maximize: 2 x_1 + 4 x_2 + 3 x_3
## subject to: 3 x_1 + 4 x_2 + 2 x_3 <= 60
## 2 x_1 + x_2 + 2 x_3 <= 40
## x_1 + 3 x_2 + 2 x_3 <= 80
## x_1, x_2, x_3 are non-negative real numbers
obj <- c(2, 4, 3)
mat <- matrix(c(3, 2, 1, 4, 1, 3, 2, 2, 2), nrow = 3)
dir <- c("<=", "<=", "<=")
rhs <- c(60, 40, 80)
max <- TRUE
Rglpk_solve_LP(obj, mat, dir, rhs, max = max)
## Simple mixed integer linear program.
## maximize: 3 x_1 + 1 x_2 + 3 x_3
## subject to: -1 x_1 + 2 x_2 + x_3 <= 4
## 4 x_2 - 3 x_3 <= 2
## x_1 - 3 x_2 + 2 x_3 <= 3
## x_1, x_3 are non-negative integers
## x_2 is a non-negative real number
obj <- c(3, 1, 3)
mat <- matrix(c(-1, 0, 1, 2, 4, -3, 1, -3, 2), nrow = 3)
dir <- c("<=", "<=", "<=")
rhs <- c(4, 2, 3)
types <- c("I", "C", "I")
max <- TRUE
Rglpk_solve_LP(obj, mat, dir, rhs, types = types, max = max)
## Same as before but with bounds replaced by
## -Inf < x_1 <= 4
## 0 <= x_2 <= 100
## 2 <= x_3 < Inf
bounds <- list(lower = list(ind = c(1L, 3L), val = c(-Inf, 2)),
upper = list(ind = c(1L, 2L), val = c(4, 100)))
Rglpk_solve_LP(obj, mat, dir, rhs, bounds, types, max)
## Examples from the GLPK manual
## Solver output enabled
## 1.3.1
## maximize: 10 x_1 + 6 x_2 + 4 x_3
## subject to: x_1 + x_2 + x_3 <= 100
## 10 x_1 + 4 x_2 + 5 x_3 <= 600
## 2 x_1 + 2 x_2 + 6 x_3 <= 300
## x_1, x_2, x_3 are non-negative real numbers
obj <- c(10, 6, 4)
mat <- matrix(c(1, 10, 2, 1, 4, 2, 1, 5, 6), nrow = 3)
dir <- c("<=", "<=", "<=")
rhs <- c(100, 600, 300)
max <- TRUE
Rglpk_solve_LP(obj, mat, dir, rhs, max = max, control = list("verbose" =
TRUE, "canonicalize_status" = FALSE))