I have a simple (indeed standard in economics) nonlinear constrained discrete maximisation problem to solve in R and am having trouble. I found solutions for pa
If you do not mind using a "by hand" solution:
uf=function(x)prod(x)^.5
bf=function(x,pr){
if(!is.null(dim(x)))apply(x,1,bf,pr) else x%*%pr
}
budget=20
df <- data.frame(product=c("ananas","banana","cookie"),
price=c(2.17,0.75,1.34),stringsAsFactors = F)
an=0:(budget/df$price[1]) #include 0 for all possibilities
bn=0:(budget/df$price[2])
co=0:(budget/df$price[3])
X=expand.grid(an,bn,co)
colnames(X)=df$product
EX=apply(X,1,bf,pr=df$price)
psX=X[which(EX<=budget),] #1st restrict
psX=psX[apply(psX,1,function(z)sum(z==0))==0,] #2nd restrict
Ux=apply(psX,1,uf)
cbind(psX,Ux)
(sol=psX[which.max(Ux),])
uf(sol) # utility
bf(sol,df$price) #budget
> (sol=psX[which.max(Ux),]) ananas banana cookie 1444 3 9 5 > uf(sol) # utility [1] 11.61895 > bf(sol,df$price) #budget 1444 19.96