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.
maximize: 2x1 + x2
subject to:
x1 + x2 <= 5
x1 <= 3
x1 >= 0, x2 >= 0
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.packages("modopt.matlab")
devtools::install_github("rhochreiter/modopt.matlab")
library("modopt.matlab")