ds_user - 1 year ago 62

R Question

Can somebody help me in solving this to multivariate function parameters optimization in R, I have a data set like this. This is just a subset of data, dimension of the full dataset is

`n type * m regions * 12 months`

`Month region type physics maths allsub`

Jan r1 1 4 5 9

Feb r1 1 3 8 11

Mar r1 1 5 4 9

Apr r1 1 6 7 13

May r1 1 4 4 8

Jun r1 1 8 9 17

Jul r1 1 4 3 7

Aug r1 1 5 4 9

Sep r1 1 3 8 11

Oct r1 1 9 2 11

Nov r1 1 4 7 11

Dec r1 1 7 3 10

Jan r1 2 5 8 13

Feb r1 2 4 9 13

Mar r1 2 8 3 11

Apr r1 2 5 6 11

May r1 2 6 4 10

Jun r1 2 7 6 13

Jul r1 2 3 7 10

Aug r1 2 4 8 12

Sep r1 2 4 4 8

Oct r1 2 8 1 9

Nov r1 2 2 3 5

Dec r1 2 1 6 7

... ... .. ... ... ....

... ... .. ... ... ....

I have one more dataset which has maximum number of physics and maths students in each region. And my objective function is this,

`100*(physics) + 65*(maths) >= 0`

1. sum of physics and maths should always be equal to allsub for that region and month.

2. total number of physics students in a region every month should be less than maximum number of physics students available in that region.

3. total number of maths students in a region every month should be less than maximum number of maths students available in that region.

I am trying to use R. The whole idea is to find the right number of physics and maths students in each region/type/month minimizing the objective function and meeting the constraints. Can someone help me with this?

Here is the total capacity dataset. dataframe name = totalcap

`Month region physicscap mathscap`

1 Jan r1 9 13

2 Feb r1 7 17

3 Mar r1 13 7

4 Apr r1 11 13

5 May r1 10 8

6 Jun r1 15 15

7 Jul r1 7 10

8 Aug r1 9 12

9 Sep r1 7 12

10 Oct r1 17 3

11 Nov r1 6 10

12 Dec r1 8 9

Here is the script I have tried,

`library(dplyr)`

library(MASS)

library(Rsolnp)

Month <- c('Jan','Feb','Mar','Apr','May','Jun','Jul','Aug','Sep','Oct','Nov','Dec')

region <- c('r1')

physicscap <- c(5,5,8,6,7,9,5,6,4,10,5,8)

mathscap <- c(5,8,5,8,5,10,5,5,8,5,8,5)

totalcap <- data.frame(Month,region,physicscap,mathscap)

#Constraints for the optimization.

constraints2 <- function(efforts){

# constraints are:

# 1. effort - allsub <= 0 in each region/month

#

efforts$effort_calculated <- efforts$physics + efforts+maths

reqeff <- summarise(group_by(efforts,region,Month),monthlyeffreg=sum(effort_calculated))

reqeffallsub <- summarise(group_by(efforts,region,Month),allsubsum=sum(allsub))

cons1 <- mutate(inner_join(reqeff,reqeffallsub,by=c('region'='region','Month'='Month'))

,diff=monthlyeffreg-allsubsum)

constout <- cons1$diff

# 2. sum(physics) - total physics available <= 0 in each region/month

#

phyreqeff <- summarise(group_by(efforts,region,Month),physicseff=sum(physics))

cons2 <- mutate(inner_join(totalcap,phyreqeff,by=c('region'='region','Month'='Month')),

diff=physicseff-physicscap)

constout <- c(constout,cons2$diff)

# 3. sum(maths) - total maths available <= 0 in each region/month

#

matreqeff <- summarise(group_by(efforts,region,Month),mathseff=sum(maths))

cons3 <- mutate(inner_join(totalcap,matreqeff,by=c('region'='region','Month'='Month')),

diff=mathseff-mathscap)

constout <- c(constout,cons3$diff)

constout

}

#Objective function to minimize the cost function.

objectivefunc <- function(efforts){

nb_physics <- sum(efforts$physics)

nb_maths <- sum(efforts$maths)

objective <- (100*nb_physics + 55*nb_maths - 110)

objective

}

Out2 <- solnp(pars = efforts,fun=objectivefunc,ineqfun=constraints2,ineqLB = rep(-100000,36),

ineqUB = rep(0,36), LB = rep(0,length(u)))

Here is the error I am getting,

`Error in p0/vscale[(neq + 2):(nc + np + 1)] :`

non-numeric argument to binary operator

Hope this clears the questions in comments. I tried my level best here, hope someone help me in solving this.

Answer Source

Here is an approach with `lpSolveAPI`

:

```
dat <- data.frame(
mon=rep(c("Jan", "Feb", "Mar", "Apr", "May", "Jun", "Jul", "Aug", "Sep", "Oct", "Nov", "Dec"),2),
region="r1",
type=c(rep("1", 12), rep("2", 12)),
physicsmin=1,
mathsmin=1,
allsub=c(9, 11, 9, 13, 8, 17, 7, 9, 11, 11, 11, 10, 13,13,11,11,10,13,10,12,8,9,5,7),
stringsAsFactors=FALSE
)
dat
capdat <- data.frame(
mon=c("Jan", "Feb", "Mar", "Apr", "May", "Jun", "Jul", "Aug", "Sep", "Oct", "Nov", "Dec"),
region="r1",
physicscap=c(9,7,13,11,10,15,7,9,7,17,6,8),
mathscap=c(13,17,7,13,8,15,10,12,12,3,10,9),
stringsAsFactors=FALSE
)
capdat
```

Now for each month/region combination an optimization problem is to be solved. That is why we wrap the calculation in a function:

```
library(lpSolveAPI)
ntypes <- length(unique(dat[,"type"])) # number of types
typemap <- setNames(seq.int(ntypes), unique(dat[,"type"])) # map typename to 1,...,ntypes
solve_one <- function(subdat, capdat) {
# create object
lprec <- make.lp(0, ncol=2*ntypes) # for each type, two decision variables
# By convention, we assume that the first ntypes variables are physics for type 1, ..., ntypes
# and the second ntypes variables are maths
# add objective and type
set.objfn(lprec, obj=c(rep(100, ntypes), rep(65, ntypes)))
set.type(lprec, columns=seq.int(2*ntypes), type="integer") # no reals
# add capacity constraints
idx <- which(capdat[,"mon"]==subdat[1,"mon"] & capdat[,"region"]==subdat[1,"region"]) # lookup the right cap
add.constraint(lprec, rep(1, ntypes), type="<=", rhs=capdat[idx,"physicscap"], indices=seq.int(ntypes))
add.constraint(lprec, rep(1, ntypes), type="<=", rhs=capdat[idx,"mathscap"], indices=seq.int(ntypes+1, 2*ntypes))
# add allsub equality constraints and minimum constraints
for (typ in subdat[,"type"]) {
add.constraint(lprec, c(1,1), type="=", rhs=subdat[typemap[typ], "allsub"], indices=c(typemap[typ], ntypes+typemap[typ]))
add.constraint(lprec, 1, type=">=", rhs=subdat[typemap[typ],"physicsmin"], indices=typemap[typ])
add.constraint(lprec, 1, type=">=", rhs=subdat[typemap[typ],"mathsmin"], indices=ntypes+typemap[typ])
}
# solution data.frame
ans <- subdat[, c("mon", "region", "type")]
# solve
if(solve(lprec)==0) {
sol <- get.variables(lprec)
for (i in seq.int(nrow(subdat))) {
ans[i, "physics"] <- sol[typemap[subdat[i,"type"]]]
ans[i, "maths"] <- sol[typemap[subdat[i,"type"]]+ntypes]
}
} else ans[,c("physics", "maths")] <- NA # no solution found
return(ans)
}
```

Now we apply the function to each subdataset which includes all types for each month/region combination. We use a split/apply/combine approach here:

```
sp <- split(dat, list(dat[,"mon"], dat[,"region"]))
results <- lapply(sp, solve_one, capdat=capdat)
results <- do.call(rbind, results)
rownames(results) <- NULL
results
```

The code does not assume that for each month/region combination all types are present (some types may be omitted), however the solution will be wrong if there are several entries present for the same month/region/type combination. (the code would need to be adapted for this).