lp2.R


lp2.R


# Copyright 2021, Gurobi Optimization, LLC # # Formulate a simple linear program, solve it, and then solve it # again using the optimal basis. library(gurobi) model <- list() model$A <- matrix(c(1,3,4,8,2,3), nrow=2, byrow=T) model$obj <- c(1,2,3) model$rhs <- c(4,7) model$sense <- c('>', '>') # First solve - requires a few simplex iterations result <- gurobi(model) model$vbasis <- result$vbasis model$cbasis <- result$cbasis # Second solve - start from optimal basis, so no iterations result <- gurobi(model) # Clear space rm(model, result)