OMPR (Optimization Modeling Package) is a DSL to model and solve Mixed Integer Linear Programs. It is inspired by the excellent Jump project in Julia.
Here are some problems you could solve with this package:
The Wikipedia article gives a good starting point if you would like to learn more about the topic.
I am always happy to get bug reports or feedback.
install.packages("ompr") install.packages("ompr.roi")
To install the current development version use devtools:
devtools::install_github("dirkschumacher/ompr") devtools::install_github("dirkschumacher/ompr.roi")
Package | Description | Build Linux | Build Windows | Test coverage |
---|---|---|---|---|
ompr.roi | Bindings to ROI (GLPK, Symphony, CPLEX etc.) |
library(dplyr) library(ROI) library(ROI.plugin.glpk) library(ompr) library(ompr.roi) result <- MIPModel() %>% add_variable(x, type = "integer") %>% add_variable(y, type = "continuous", lb = 0) %>% set_bounds(x, lb = 0) %>% set_objective(x + y, "max") %>% add_constraint(x + y <= 11.25) %>% solve_model(with_ROI(solver = "glpk")) get_solution(result, x) get_solution(result, y)
These functions currently form the public API. More detailed docs can be found in the package function docs or on the website
MIPModel()
create an empty mixed integer linear model (the old way)MILPModel()
create an empty mixed integer linear model (an alternative way; experimental, especially suitable for large models)add_variable()
adds variables to a modelset_objective()
sets the objective function of a modelset_bounds()
sets bounds of variablesadd_constraint()
add constraintssolve_model()
solves a model with a given solverget_solution()
returns the column solution (primal or dual) of a solved model for a given variable or group of variablesget_row_duals()
returns the row duals of a solution (only if it is an LP)get_column_duals()
returns the column duals of a solution (only if it is an LP)There are currently two backends. A backend is the function that initializes an empty model.
MIPModel()
is the standard MILP ModelMILPModel()
is another backend specifically optimized for linear models and is about 1000 times faster than MIPModel()
. It has slightly different semantics, as it is vectorized. Currently experimental.Solvers are in different packages. ompr.ROI
uses the ROI package which offers support for all kinds of solvers.
with_ROI(solver = "glpk")
solve the model with GLPK. Install ROI.plugin.glpk
with_ROI(solver = "symphony")
solve the model with Symphony. Install ROI.plugin.symphony
with_ROI(solver = "cplex")
solve the model with CPLEX. Install ROI.plugin.cplex
Please take a look at the docs for bigger examples.
library(dplyr) library(ROI) library(ROI.plugin.glpk) library(ompr) library(ompr.roi) max_capacity <- 5 n <- 10 weights <- runif(n, max = max_capacity) MIPModel() %>% add_variable(x[i], i = 1:n, type = "binary") %>% set_objective(sum_expr(weights[i] * x[i], i = 1:n), "max") %>% add_constraint(sum_expr(weights[i] * x[i], i = 1:n) <= max_capacity) %>% solve_model(with_ROI(solver = "glpk")) %>% get_solution(x[i]) %>% filter(value > 0)
An example of a more difficult model solved by symphony.
library(dplyr) library(ROI) library(ROI.plugin.symphony) library(ompr) library(ompr.roi) max_bins <- 10 bin_size <- 3 n <- 10 weights <- runif(n, max = bin_size) MIPModel() %>% add_variable(y[i], i = 1:max_bins, type = "binary") %>% add_variable(x[i, j], i = 1:max_bins, j = 1:n, type = "binary") %>% set_objective(sum_expr(y[i], i = 1:max_bins), "min") %>% add_constraint(sum_expr(weights[j] * x[i, j], j = 1:n) <= y[i] * bin_size, i = 1:max_bins) %>% add_constraint(sum_expr(x[i, j], i = 1:max_bins) == 1, j = 1:n) %>% solve_model(with_ROI(solver = "symphony", verbosity = 1)) %>% get_solution(x[i, j]) %>% filter(value > 0) %>% arrange(i)
Please post an issue first before sending a PR.
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