[R] modeling language for optimization problems

[Prof Brian Ripley]

On Mon, 3 Oct 2005, Huntsinger, Reid wrote:

> Have you looked at the R interface to GLPK (the GNU Linear Programming Kit)?
> http://cran.r-project.org/src/contrib/Descriptions/glpk.html

NUOPT is not just about LP: the subject was `language for optimization'.
Its manual says

`NUOPT is a collection of powerful optimization methods, including:

- primal-dual interior point method with higher order correction for 
Linear Programming (LP) models.

- simplex method for Linear Programming (LP) and mixed integer programming 
(MILP) models.

- primal-dual interior point method based on line search for general 
Convex Programming (CP) models including convex Quadratic Programming 
(CQP) models.

- primal-dual interior point method based on trust region method for 
general Non-Linear Programming (NLP) models.

- primal-dual interior point method based on quasi-Newton method for 
general Non-Linear Programming (NLP) models.

- active set method for convex Quadratic Programming (CQP) models and 
mixed integer Quadratic Programming(MIQP) models.'

In any case, I don't see GLPK as a `language' and other LP solvers are 
available in R.


> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Prof Brian Ripley
> Sent: Sunday, October 02, 2005 10:38 AM
> To: Paolo Cavatore
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] modeling language for optimization problems
>
>
> On Sun, 2 Oct 2005, Paolo Cavatore wrote:
>
>> Does anyone know whether R has its own modeling language for optimization
>> problems (like SIMPLE in NuOPT for S-plus)?
>
> No.  Note that SIMPLE is the language of NUOPT, not of S-PLUS.  There is
> an (extra-cost) interface module S+NUOPT, but it is an interface to
> NUOPT's engine.
>
> As far as I am aware R itself covers almost none of the ground of S+NUOPT,
> and available packages cover only a small part of it.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595