Package 'ROI.plugin.coinclp'

Dual values and auxiliary quantities

Description

solution(x, "dual") returns the dual value of each constraint, the shadow price of its right hand side. solution(x, "aux") returns a list with the row activities as primal and the reduced costs of the variables as dual.

Usage

## S3 method for class 'coinclp_solution'
ROI_plugin_solution_dual(x)

## S3 method for class 'coinclp_solution'
ROI_plugin_solution_aux(x)

Arguments

x	A solution returned by ROI_solve with solver = "coinclp".

Details

Signs follow Clp's own convention for the direction that was solved, so a maximisation and the equivalent minimisation of the negated objective report duals of opposite sign.

Value

A numeric vector of dual values, or a list of auxiliary vectors.

Examples

library(ROI)
op <- OP(objective = c(143, 60),
         constraints = L_constraint(rbind(c(120, 210), c(110, 30), c(1, 1)),
                                    rep("<=", 3), c(15000, 4000, 75)),
         maximum = TRUE)
result <- ROI_solve(op, solver = "coinclp")
solution(result, "dual")
solution(result, "aux")

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Solve a linear program with Clp

Description

The method ROI dispatches to when a linear program is solved with solver = "coinclp". It is not called directly; use ROI_solve.

Usage

solve_OP(x, control = list())

Arguments

x	An object of class "OP" holding a linear program.
control	A named list of solver controls, see ROI.plugin.coinclp for the ones recognised.

Value

An object of class "coinclp_solution", which solution unpacks.

Examples

library(ROI)
op <- OP(objective = c(143, 60),
         constraints = L_constraint(rbind(c(120, 210), c(110, 30), c(1, 1)),
                                    rep("<=", 3), c(15000, 4000, 75)),
         maximum = TRUE)
result <- ROI_solve(op, solver = "coinclp")
solution(result)
solution(result, "dual")

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