simplex.object {boot} | R Documentation |
Class of objects that result from solving a linear programming
problem using simplex
.
This class of objects is returned from calls to the function simplex
.
The class "saddle.distn"
has a method for the function print
.
Objects of class "simplex"
are implemented as a list with the
following components.
x
which optimize the objective function under
the specified constraints provided those constraints are jointly feasible.
-1
indicates that no feasible solution could be found. A value of
0
that the maximum number of iterations was reached without
termination of the second stage. This may indicate an unbounded
function or simply that more iterations are needed. A value of
1
indicates that an optimal solution has been found.
soln
.
NULL
if a feasible solution is found. Otherwise it is
a positive value giving the value of the auxiliary objective
function when it was minimized.
NULL
if a feasible solution is found. Otherwise it is the
re-expressed auxiliary objective function at the termination of the first
phase of the simplex method.
m1+m2+m3
by n+m1+m2
, where the final
m1+m2
columns correspond to slack and surplus variables. If
no feasible solution is found there will be an additional
m1+m2+m3
columns for the artificial variables introduced to
solve the first phase of the problem.
n+1
and n+m1
correspond to slack
variables, those between n+m1+1
and n+m2
correspond to
surplus variables and those greater than n+m2
are artificial
variables. Indices greater than n+m2
should occur only if
solved
is -1
as the artificial variables are discarded in
the second stage of the simplex method.
m1
slack variables which arise when
the "<=" constraints are re-expressed as the equalities
A1%*%x + slack = b1
.
m2
surplus variables which arise when
the "<=" constraints are re-expressed as the equalities A2%*%x -
surplus = b2
.
m1+m2+m3
artificial variables which minimize their sum subject to the
original constraints. A feasible solution exists only if all of the
artificial variables can be made 0 simultaneously.