llgp {goalprog}R Documentation

Solve an LLGP problem

Description

Solve a lexicographical linear goal programming (LLGP) problem using a modified primal simplex algorithm.

Usage

llgp(coefficients, targets, achievements, 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
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. The width and digits arguments control the width and precision of each of the data frames using scientific notation.

Value

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

tab An object of type 'llgptab' for the 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, calc.ti.k, calc.ta.k, ev.llgp, dv.llgp, piv.llgp, llgptab, llgpout

Examples

data( ignizio.example.3.3 )
soln <- llgp( coefficients, targets, achievements )

[Package goalprog version 1.0-1 Index]