llgpcp: Solve an LLGP problem with complementary pivoting
Description
Solve a lexicographical linear goal programming (LLGP) problem using a modified primal simplex algorithm
with complementary pivoting of the decision variables.Usage
llgpcp(coefficients, targets, achievements, variable.classes, maxiter = 1000, verbose = FALSE)
Arguments
coefficients
A matrix of coefficients for the linear objective functions
targets
A vector of target values for the objective functions
achievements
A data frame with the deviation variables for each objective together with the priority level
variable.classes
A data frame with the complementary class assignments for the decision variables
maxiter
The maximum number of interations with a default value of 1000
verbose
A logical value that determines if intermediate tableaus are to be printed
Value
- An object of class 'llgpcp' which is a list with three named components
- tabAn object of type 'llgpcptab' for the augmented modified simplex tableau
- solutionAn object of typel 'llgpout' for the optimal solution
- convergedA logical value that determines if the algorithm converged to the optimal solution
Details
The function implements the Ignizio (1976) modified simplex algorithm. When the user selects verbose=TRUE,
the modified simplex tableau is printed at each iteration.References
Ignizio, J. P. (1976). Goal Programming and Extensions, Lexington Books, D. C. Heath and Company.