问题
I am using 'lpSolveAPI' to solve multiple binary linear programming problems in R. How do I get it too return ALL the variable combinations for a maximizing problem.
Ive searched the documentation and can not find a command for this. Trying to switch from package 'lpSolve' as it inconsistently crashes R.
Here's an example problem:
library(lpSolveAPI)
#matrix of constraints
A <- matrix(rbind(
c(1,1,0,0,0,0,0,0),
c(1,0,0,0,1,0,0,0),
c(0,0,1,0,0,1,0,0),
c(0,0,1,0,0,0,1,0),
c(0,0,1,0,0,0,0,1),
c(0,0,0,1,1,0,0,0),
c(0,0,0,0,0,0,1,1)), 7, 8)
#create an LP model with 7 constraints and 8 decision variables
num_con <- nrow(A)
num_points <- ncol(A)
lpmodel <- make.lp(num_con,num_points)
# all right hand
set.constr.type(lpmodel,rep("<=",num_con))
set.rhs(lpmodel, rep(1,num_con))
set.type(lpmodel,columns = c(1:num_points), "binary")
# maximize
lp.control(lpmodel,sense="max")
# add constraints
for (i in 1:num_points){
set.column(lpmodel,i,rep(1,length(which(A[,i]==1))),which(A[,i]==1))
}
set.objfn(lpmodel, rep(1,num_points))
solve(lpmodel)
get.variables(lpmodel)
This returns:
"[1] 0 1 0 0 1 1 0 1"
I know that this problem has 6 possible solutions:
[1] 0 1 0 0 1 1 0 1
[2] 1 0 0 1 0 1 0 1
[3] 1 0 0 1 0 1 1 0
[4] 0 1 0 1 0 1 0 1
[5] 0 1 0 1 0 1 1 0
[6] 0 1 0 0 1 1 1 0
How do I get it too return all of these too me?
回答1:
Discovered that this was dupe with: Get multiple solutions for 0/1-Knapsack MILP with lpSolveAPI
Here is the code I used to solve this adapted from the link:
# find first solution
status<-solve(lpmodel)
sols<-list() # create list for more solutions
obj0<-get.objective(lpmodel) # Find values of best solution (in this case four)
counter <- 0 #construct a counter so you wont get more than 100 solutions
# find more solutions
while(counter < 100) {
sol <- get.variables(lpmodel)
sols <- rbind(sols,sol)
add.constraint(lpmodel,2*sol-1,"<=", sum(sol)-1)
rc<-solve(lpmodel)
if (status!=0) break;
if (get.objective(lpmodel)<obj0) break;
counter <- counter + 1
}
sols
This finds all six solutions:
> sols
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8]
sol 1 0 0 1 0 1 0 1
sol 1 0 0 1 0 1 1 0
sol 0 1 0 1 0 1 0 1
sol 0 1 0 1 0 1 1 0
sol 0 1 0 0 1 1 1 0
sol 0 1 0 0 1 1 0 1
Sorry for the dupe everyone. If anyone knows another way built into the 'lpSolveAPI' package I'd still love to know.
来源:https://stackoverflow.com/questions/55445759/how-to-get-lpsolveapi-to-return-all-possible-solutions