## # Copyright : Copyright (c) MOSEK ApS, Denmark. All rights reserved. # # File : milo1.R # # Purpose : To demonstrate how to solve a small mixed integer linear # optimization problem using the Rmosek package. ## library("Rmosek") milo1 <- function() { # Specify the continuous part of the problem. prob <- list(sense="max") prob$c <- c(1, 0.64) prob$A <- Matrix(rbind(c(50, 31), c( 3, -2)), sparse=TRUE) prob$bc <- rbind(blc=c(-Inf, -4), buc=c( 250, Inf)) prob$bx <- rbind(blx=c( 0, 0), bux=c(Inf, Inf)) # Specify the integer constraints prob$intsub <- c(1 ,2) # Solve the problem r <- mosek(prob) # Return the solution stopifnot(identical(r$response$code, 0)) r$sol } milo1()