[R] Simplex difficulties

Gerry Brush gbrush at darwin.sfbr.org
Fri Jan 25 17:20:50 CET 2002


I'm exploring the simplex algorithm with a simple transportation problem 
of the form:

minimize:

	8a + 6b + 10c + 9d + 5e + 7f

subject to the constraints:

	a + b + c = 11
	d + e + f = 14
	a + d = 10
	b + e = 8
	c + f = 7

I've implemented this in R (1.4.0 (2001-12-19), SunOS 5.7) as:

	require(boot)
	costs = c(8,6,10,9,5,7)
	constraints = c(
	1,1,1,0,0,0,
	0,0,0,1,1,1,
	1,0,0,1,0,0,
	0,1,0,0,1,0,
	0,0,1,0,0,1
	)
	consmat = matrix(constraints, nrow=5, ncol=6, byrow=T)
	consrhs = c(11,14,10,8,7)
	simpres = simplex(a=costs, A3=consmat, b3=consrhs, maxi=F)

where I get the error from the simplex function:

	Error in simplex1(out1$a[1:(n + m1 + m2)], out1$A[, 1:(n + m1 + 
m2)],  :
	subscript out of bounds

According to Gass (An Illustrated Guide to Linear Programming) the 
solution should be a=10, b=1, c=0, d=0, e=7, f=7 to minimize the 
objective function at 170.  Have I misunderstood the use of the simplex 
function here?

Thanks,

Gerry Brush


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