R Under development (unstable) (2023-12-13 r85679 ucrt) -- "Unsuffered Consequences" Copyright (C) 2023 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > > library(rcdd) If you want correct answers, use rational arithmetic. See the Warnings sections in help pages for functions that do computational geometry. > > set.seed(42) > > ways <- 7 > > dat <- matrix(NA, nrow = 2^ways, ncol = ways) > for (i in 1:ways) + dat[ , i] = rep(rep(0:1, each = 2^(i - 1)), times = 2^(ways - i)) > > colnames(dat) <- paste("v", 1:ways, sep = "") > dat <- as.data.frame(dat) > for (i in 1:ncol(dat)) dat[[i]] <- as.factor(dat[[i]]) > > mu <- 5 > y <- rpois(nrow(dat), mu) > dat <- cbind(dat, y = y) > > M <- model.matrix(y ~ (v1 + v2 + v3 + v4 + v5 + v6 + v7)^3, data = dat) > > v <- M > linearity <- y > 0 > > stopifnot(is.numeric(v)) > stopifnot(all(is.finite(v))) > stopifnot(is.matrix(v)) > if (! missing(linearity)) { + stopifnot(is.logical(linearity)) + stopifnot(length(linearity) == nrow(v)) + } else { + linearity <- rep(FALSE, nrow(v)) + } > > v <- d2q(v) > lresult <- rep(TRUE, nrow(v)) > > vresult <- v[lresult, , drop = FALSE] > w <- apply(vresult, 2, qsum) > wminus <- qmq(rep("0", length(w)), w) > > hrep <- rbind(wminus, vresult) > fred <- c(1, rep(0, nrow(vresult))) > hrep <- cbind(as.character(fred), hrep) > fred <- c(0, as.numeric(linearity[lresult])) > hrep <- cbind(as.character(fred), hrep) > dimnames(hrep) <- NULL > > out <- lpcdd(hrep, w, minimize = FALSE) > print(out) $solution.type [1] "Optimal" $primal.solution [1] "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" [20] "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" [39] "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" "0" [58] "0" "0" "0" "0" "0" "0" "0" $dual.solution [1] "0" "0" "-4/5" "-4/5" "0" "-4/5" "0" "0" "-24/5" [10] "-4/5" "0" "0" "-24/5" "0" "-24/5" "-24/5" "32/5" "-4" [19] "0" "0" "-8/5" "0" "-8/5" "-8/5" "0" "0" "-8/5" [28] "-8/5" "0" "-8/5" "0" "0" "-12/5" "-4" "0" "0" [37] "-8/5" "0" "-8/5" "-8/5" "0" "0" "-8/5" "-8/5" "0" [46] "-8/5" "0" "0" "-12/5" "0" "-8/5" "-8/5" "0" "-8/5" [55] "0" "0" "-12/5" "-8/5" "0" "0" "-12/5" "0" "-12/5" [64] "-12/5" "0" "-8/5" "0" "0" "-12/5" "0" "-12/5" "-12/5" [73] "0" "0" "-12/5" "-12/5" "0" "-12/5" "0" "0" "0" [82] "0" "-12/5" "-12/5" "0" "-12/5" "0" "0" "0" "-12/5" [91] "0" "0" "0" "0" "0" "0" "-32/5" "0" "-12/5" [100] "-12/5" "0" "-12/5" "0" "0" "0" "-12/5" "0" "0" [109] "0" "0" "0" "0" "-32/5" "4/5" "0" "0" "-16/5" [118] "0" "-16/5" "-16/5" "0" "0" "-16/5" "-16/5" "0" "-16/5" [127] "0" "0" "12/5" $optimal.value [1] "0" > > ##### check gradient of Lagrangian function zero > b.augmented <- hrep[ , 2] > v.augmented <- hrep[ , - c(1, 2)] > blurfle <- out$dual.solution > all(qpq(w, qmatmult(rbind(blurfle), v.augmented)) == "0") [1] TRUE > > ##### check primal feasibility (trivial here since solution is zero, but) > blurfle <- out$primal.solution > foo <- qpq(b.augmented, qmatmult(v.augmented, cbind(blurfle))) > all(qsign(foo) >= 0) [1] TRUE > > ##### check dual feasibility > blurfle <- qsign(out$dual.solution) > linearity.augmented <- c(FALSE, linearity) > length(linearity.augmented) == nrow(hrep) [1] TRUE > all(blurfle[! linearity.augmented] >= 0) [1] TRUE > > ##### check complementary slackness > all(qsign(foo) * qsign(blurfle) == 0) [1] TRUE > > ##### now redo with ordinary computer arithmetic > aout <- lpcdd(q2d(hrep), q2d(w), minimize = FALSE) > names(aout) [1] "solution.type" "primal.solution" "dual.solution" "optimal.value" > names(out) [1] "solution.type" "primal.solution" "dual.solution" "optimal.value" > for (i in 2:length(out)) + print(all.equal(aout[[i]], q2d(out[[i]]))) [1] TRUE [1] TRUE [1] TRUE > > > proc.time() user system elapsed 0.35 0.06 0.35