问题
I am new to R and have a particular fantasy sports team optimization problem I would like to solve. I have seen other posts use lpSolve for similar problems but I can not seem to wrap my head around the code. Example data table below. Every player is on a team, plays a particular role, has a salary, and has avg points produced per game. The constraints that I need are I need exactly 8 players. No more than 3 players may come from any one team. There must be at least one player for each role (of 5). And cumulative salary must not exceed $10,000.
Team Player Role Avgpts Salary
Bears A T 22 930
Bears B M 19 900
Bears C B 30 1300
Bears D J 25 970
Bears E S 20 910
Jets F T 21 920
Jets G M 26 980
[...]
In R, I write in the following
> obj = DF$AVGPTS
> con = rbind(t(model.matrix(~ Role + 0, DF)), rep(1,nrow(DF)), DF$Salary)
> dir = c(">=",">=",">=",">=",">=","==","<=")
> rhs = c(1,1,1,1,1,8,10000)
> result = lp("max", obj, con, dir, rhs, all.bin = TRUE)
This code works fine in producing the optimal fantasy team without the limitation of no more than 3 players may come from any one team. This is where I am stuck and I suspect it relates to the con argument. Any help is appreciated.
回答1:
What if you added something similar to the way you did the roles to con?
If you add t(model.matrix(~ Team + 0, DF)) you'll have indicators for each team in your constraint. For the example you gave:
> con <- rbind(t(model.matrix(~ Role + 0,DF)), t(model.matrix(~ Team + 0, DF)), rep(1,nrow(DF)), DF$Salary)
> con
1 2 3 4 5 6 7
RoleB 0 0 1 0 0 0 0
RoleJ 0 0 0 1 0 0 0
RoleM 0 1 0 0 0 0 1
RoleS 0 0 0 0 1 0 0
RoleT 1 0 0 0 0 1 0
TeamBears 1 1 1 1 1 0 0
TeamJets 0 0 0 0 0 1 1
1 1 1 1 1 1 1
930 900 1300 970 910 920 980
We now need to update dir and rhs to account for this:
dir <- c(">=",">=",">=",">=",">=",rep('<=',n_teams),"<=","<=")
rhs <- c(1,1,1,1,1,rep(3,n_teams),8,10000)
With n_teams set appropriately.
来源：https://stackoverflow.com/questions/30182557/r-team-roster-optimization-w-lpsolve