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1 # Example from GLPK Reference Manual.. rewritten to R.
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2
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3 dynport(glpk)
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4 lp = glp_create_prob();
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5 glp_set_prob_name(lp, "sample");
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6 glp_set_obj_dir(lp, GLP_MAX);
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7 glp_add_rows(lp, 3);
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8 glp_set_row_name(lp, 1, "p");
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9 glp_set_row_bnds(lp, 1, GLP_UP, 0.0, 100.0);
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10 glp_set_row_name(lp, 2, "q");
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11 glp_set_row_bnds(lp, 2, GLP_UP, 0.0, 600.0);
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12 glp_set_row_name(lp, 3, "r");
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13 glp_set_row_bnds(lp, 3, GLP_UP, 0.0, 300.0);
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14 glp_add_cols(lp, 3);
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15 glp_set_col_name(lp, 1, "x1");
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16 glp_set_col_bnds(lp, 1, GLP_LO, 0.0, 0.0);
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17 glp_set_obj_coef(lp, 1, 10.0);
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18 glp_set_col_name(lp, 2, "x2");
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19 glp_set_col_bnds(lp, 2, GLP_LO, 0.0, 0.0);
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20 glp_set_obj_coef(lp, 2, 6.0);
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21 glp_set_col_name(lp, 3, "x3");
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22 glp_set_col_bnds(lp, 3, GLP_LO, 0.0, 0.0);
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23 glp_set_obj_coef(lp, 3, 4.0);
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24
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25 ia = integer(1+1000)
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26 ja = integer(1+1000)
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27 ar = double(1+1000)
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28
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29 #we index at 1 in C (second position).. but in R we start at initial position..
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30 ia[1]=1;ja[1]=1;ar[1]= 1.0;
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31 ia[2]=1;ja[2]=2;ar[2]= 1.0;
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32 ia[3]=1;ja[3]=3;ar[3]= 1.0;
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33 ia[4]=2;ja[4]=1;ar[4]= 10.0;
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34 ia[5]=3;ja[5]=1;ar[5]= 2.0;
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35 ia[6]=2;ja[6]=2;ar[6]= 4.0;
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36 ia[7]=3;ja[7]=2;ar[7]= 2.0;
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37 ia[8]=2;ja[8]=3;ar[8]= 5.0;
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38 ia[9]=3;ja[9]=3;ar[9]= 6.0;
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39
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40 #now we prefix with '0' .. so that our values the above start at 1 in C.
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41
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42 ia <- as.integer(c(0,ia))
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43 ja <- as.integer(c(0,ja))
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44
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45 glp_load_matrix(lp, 9, ia, ja, ar);
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46 glp_simplex(lp, NULL);
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47 z = glp_get_obj_val(lp);
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48 x1 = glp_get_col_prim(lp, 1);
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49 x2 = glp_get_col_prim(lp, 2);
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50 x3 = glp_get_col_prim(lp, 3);
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51
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52 print(list(z=z,x1=x1,x2=x2,x3=x3))
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53 glp_delete_prob(lp);
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