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rlinear-programming

Solution region of a system of inequalities in R

I have a system of inequalities Ab >= 0, where A is a n by p matrix, b and 0 are vectors of length p and n, respectively. Is there a package or function in R that would return the solution region? Or something like the upper and lower limits for each entry in b?

I've checked out this post, but the solution in the answer only seems to return a p-tuple solution for b. Thanks.

Solution

  • "Or something like the upper and lower limits for each entry in b?"

    This can be done by solving 2p LPs:

    for i in 1:p do
   solve LP: min b[i] subject to Ab >= 0
   solve LP: max b[i] subject to Ab >= 0