Welcome to OStack Knowledge Sharing Community for programmer and developer-Open, Learning and Share
Welcome To Ask or Share your Answers For Others

Categories

0 votes
489 views
in Technique[技术] by (71.8m points)

linear programming - Solution region of a system of inequalities in R

I have a system of inequalities Ab >= 0, where A is a n by p matrix, b and 0 are vectors of length p and n, respectively. Is there a package or function in R that would return the solution region? Or something like the upper and lower limits for each entry in b?

I've checked out this post, but the solution in the answer only seems to return a p-tuple solution for b. Thanks.

question from:https://stackoverflow.com/questions/65946081/solution-region-of-a-system-of-inequalities-in-r

与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…
Welcome To Ask or Share your Answers For Others

1 Answer

0 votes
by (71.8m points)

"Or something like the upper and lower limits for each entry in b?"

This can be done by solving 2p LPs:

for i in 1:p do
   solve LP: min b[i] subject to Ab >= 0
   solve LP: max b[i] subject to Ab >= 0

与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…
Welcome to OStack Knowledge Sharing Community for programmer and developer-Open, Learning and Share
Click Here to Ask a Question

...