llgpcp {goalprog}R Documentation

Solve an LLGP problem with complementary pivoting

Description

Solve a lexicographical linear goal programming (LLGP) problem using a modified primal simplex algorithm with complementary pivoting of the decision variables.

Usage

llgpcp(coefficients, targets, achievements, variable.classes, maxiter = 1000, verbose = FALSE)

Arguments

coefficients A matrix of coefficients for the linear objective functions
targets A vector of target values for the objective functions
achievements A data frame with the deviation variables for each objective together with the priority level
variable.classes A data frame with the complementary class assignments for the decision variables
maxiter The maximum number of interations with a default value of 1000
verbose A logical value that determines if intermediate tableaus are to be printed

Details

The function implements the Ignizio (1976) modified simplex algorithm. When the user selects verbose=TRUE, the modified simplex tableau is printed at each iteration.

Value

An object of class 'llgpcp' which is a list with three named components

tab An object of type 'llgpcptab' for the augmented modified simplex tableau
solution An object of typel 'llgpout' for the optimal solution
converged A logical value that determines if the algorithm converged to the optimal solution

Author(s)

Frederick Novomestky fnovomes@poly.edu

References

Ignizio, J. P. (1976). Goal Programming and Extensions, Lexington Books, D. C. Heath and Company.

See Also

check.tb, check.ev.cp, calc.ti.k, calc.ta.k, ev.llgp, dv.llgp, piv.llgp, llgpcptab, llgpout


[Package goalprog version 1.0-2 Index]