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modopt.matlab

Modeling Optimization Problems with R - MatLab compatibility functions. This package allows for MatLab-Style notation of matrix-based optimization models and reformats them to the appropriate ROI formulation.

Example Usage

Optimization Problem

maximize: 2x1 + x2
subject to: 
  x1 + x2 <= 5
  x1 <= 3
  x1 >= 0, x2 >= 0

Solution

Matrix formulation and solution using modopt.matlab and the function linprog()

f <- c(2, 1)
A <- matrix(c(1, 1, 1, 0), nrow=2, byrow=TRUE)
b <- c(5, 3)

sol <- linprog(-f, A, b)
sol$x

Install modopt.matlab from CRAN

install.packages("modopt.matlab")

Install latest development version of modopt.matlab

devtools::install_github("rhochreiter/modopt.matlab")
library("modopt.matlab")