[R] newbie needs help using R as solver

Prof Brian Ripley ripley at stats.ox.ac.uk
Thu Sep 16 11:53:15 CEST 2004

The problem you describe is usually called `linear programming'.
On my system I get 

> help.search("linear programming")

Help files with alias or concept or title matching 'linear
programming' using fuzzy matching:

solveLP(linprog)        solve Linear Programming / Optimization
lp.object(lpSolve)      LP (linear programming) object
print.simplex(boot)     Print Solution to Linear Programming Problem
simplex(boot)           Simplex Method for Linear Programming Problems
simplex.object(boot)    Linear Programming Solution Objects

so that's three packages to look into.

On Thu, 16 Sep 2004, [ISO-8859-2] Andrej Uduè wrote:

> Greetings
> I'm a total newbie in R and I'm trying to make a comparisson of Excel 
> and R in the fields of:

Unless you are a `total newbie' in Excel, is that not inevitably an unfair 
comparison?  I suspect almost all readers of this list would never have 
guessed to use `solver' for linear programming.

> - optimisation modeling (using solver)
> -  decision trees
> -  simulation modeling
> as described in Winston, Wayne L.:  Practical Management Science.
> for optimisation modeling in Excel I would normaly use solver. In R 
> however I can't seem to be able to find the solution. I've narrowed it 
> down to optim, optimize functions (I might be totaly wrong), but I can't 
> figure out how to set the conditions. I've read something about nlm 
> model but I can't find the anwser (examples are not easy enough for me).
> what I wanna do is solve this simple task:
> a+b =< 500000
> c+d  =< 500000
> g  >= 0,25*c+d
> a+b+c+d+g =< 1000000
> a, b, c, d, g => 0
> I would very much appreciate any help in this matter. I need to locate 
> the appropriate function for the task and figure out how to write this 
> formulas. I'd also be very thankfull for any help (links) to simple 
> examples of decision trees and/or simulation.

Simple examples of decision trees: many of the R/S books listed in the 

`Simulation' has several different meanings, so you need to be more 

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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