[R] R and LINGO?

[Marc Schwartz]

Hi,

A few comments:

1. You appear to be replying to a post on the R-Help list from 2010:

  https://stat.ethz.ch/pipermail/r-help/2010-June/242714.html


2. Nothing that you have below appears to be directly related to R, but to LINGO:

  http://www.lindo.com/index.php/products/lingo-and-optimization-modeling

which appears to be a commercial product based upon a Google search.


3. If you need assistance with LINGO, contact them for support.


4. To the extent R is at all relevant to your problem, they appear to have an interface to R, which is also a commercial product:

  http://www.lindo.com/index.php/ls-downloads?catid=82&id=106:r-lingo-resource-page

You should contact them for support with the product.


5. Even if this was related to R, this appears to be a homework problem of some type and the R lists do not assist with homework.


Regards,

Marc Schwartz



> On Nov 10, 2017, at 11:04 AM, Jan Olsen Røyland <janoroyland at outlook.com> wrote:
> 
> Hei
> Im struggling with this problem:
> b) Another company wants to compose the optimal project portfolio based on the following 5-
> year project proposals. In the table, the cash flow for each project in each year is shown.
> Project 1 Project 2 Project 3 Project 4 Project 5 Project 6
> 1st year of the project -58 -32 -18 -31 -33 -39
> 2nd year of the project 17 17 11 4 21 30
> 3rd year of the project 26 30 13 19 20 9
> 4th year of the project 18 7 4 7 22 13
> 5th year of the project 40 6 7 17 6 13
> In this case, the company can also choose which year each project should commence. These six
> candidate projects can begin either in 2018, in 2019 or in 2020, or not at all.
> The current proposal is to undertake project 1, 2, 3 and 5, with project 3 and 5 starting in 2018,
> project 2 in 2019 and project 1 in 2020. Available funds by the end of year 2017 will be 70 mill.
> The resulting cash flow is given in the following table:
> Project 1 Project 2 Project 3 Project 5
> Total cash flow
> from projects
> Available
> funds
> 2017 70
> 2018 -18 -33 -51 19
> 2019 -32 11 21 0 19
> 2020 -58 17 13 20 -8 11
> 2021 17 30 4 22 73 84
> 2022 26 7 7 6 46 130
> 2023 18 6 24 154
> 2024 40 40 194
> Formulate an optimization model in LINGO to determine which projects to undertake, and in which
> years. The goal is to maximize available funds by the end of year 2024, while making sure that
> available funds are always non-negative throughout the planning horizon. How much can the
> improve compared to the current proposal? (For simplicity, assume zero discount rate.)
> 
> Med Vennelig Hilsen
> Jan Olsen R�yland
>