Re: R and LINGO?

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Re: R and LINGO?

Jan Olsen Røyland
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


        [[alternative HTML version deleted]]


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Re: R and LINGO?

Marc Schwartz-3
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 <[hidden email]> 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
>

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
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Re: R and LINGO?

Jeff Newmiller
In reply to this post by Jan Olsen Røyland
That is interesting that you are having difficulty. Well, not really... please read the Posting Guide:

a) No homework questions. Use the resources offered in your educational environment (school, MOOC, etc.).

b) If this is not homework then frame your question with example R code... this is a forum about R, not about finance (or other domain-specific concepts). You don't have to know the answer to ask it, but you have to show us which R skill or function you need help with, using example data and some attempt at a solution.

c) LINGO appears to be commercial software that offers an interface for R... the use of LINGO is definitely off topic here... we expect to be able to run your code examples using R and CRAN resources to be relevant to all R users.
--
Sent from my phone. Please excuse my brevity.

On November 10, 2017 8:04:10 AM PST, "Jan Olsen Røyland" <[hidden email]> 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
>
>
> [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.