Forum: help

lpSolve problem [ Reply ]
By: C S on 2020-10-21 17:18

Whenever I run the following script:

m = length(mean_vect)
library(linprog)

AmatLP1 = cbind(diag(1,nrow=m),matrix(0,nrow=m,ncol=m))
AmatLP2 = cbind(matrix(0,nrow=m,ncol=m),diag(1,nrow=m))
AmatLP3 = c(rep(1,m),rep(-1,m))
AmatLP = rbind(AmatLP1,AmatLP2,AmatLP3)
B2 = 0.5
B1 = 0.15
bvecLP = c(rep(B1,m),rep(B2,m),1)
cLP = c(mean_vect,-mean_vect)
const.dir = c(rep("<=",2*m),"=")
resultLP_min = solveLP(cvec=cLP,bvec=bvecLP,Amat=AmatLP,
lpSolve=F,const.dir = const.dir,maximum=FALSE)
resultLP_max = solveLP(cvec=cLP,bvec=bvecLP,
Amat=AmatLP,lpSolve=F,maximum=TRUE)
mu_bounds = c(resultLP_min$opt,resultLP_max$opt)

I get these warnings and I would appreciate anyone's input to resolve it!

Warning messages:
1: In if (lpSolve) { :
the condition has length > 1 and only the first element will be used
2: In if (lpSolve) { :
the condition has length > 1 and only the first element will be used