[R] Linear programming with sparse matrix input format?

[Talbot Michael Katz]

Thank you for the tip.  Can quantreg actually handle mixed / integer
programs?

--  TMK  --
212-460-5430    home
917-656-5351    cell


----- Original Message ----- 
From: "roger koenker" <roger at ysidro.econ.uiuc.edu>
To: "Talbot Katz" <topkatz at msn.com>
Cc: "r-help" <R-help at stat.math.ethz.ch>
Sent: Monday, March 05, 2007 9:08 PM
Subject: Re: [R] Linear programming with sparse matrix input format?


> If you can reformulate your LP as an L1 problem, which is known to be
> possible without loss of generality, but perhaps not without loss of
> sleep,
> then you could use the sparse quantile regression functions in the
> quantreg package.
>
>
> url:    www.econ.uiuc.edu/~roger                Roger Koenker
> email   rkoenker at uiuc.edu                       Department of Economics
> vox:    217-333-4558                            University of Illinois
> fax:    217-244-6678                            Champaign, IL 61820
>
>
> On Mar 5, 2007, at 5:30 PM, Talbot Katz wrote:
>
> > Hi.
> >
> > I am aware of three different R packages for linear programming: glpk,
> > linprog, lpSolve.  From what I can tell, if there are N variables
> > and M
> > constraints, all these solvers require the full NxM constraint
> > matrix.  Some
> > linear solvers I know of (not in R) have a sparse matrix input
> > format.  Are
> > there any linear solvers in R that have a sparse matrix input format?
> > (including the possibility of glpk, linprog, and lpSolve, in case I
> > might
> > have missed something in the documentation).  Thanks!
> >
> > --  TMK  --
> > 212-460-5430 home
> > 917-656-5351 cell
> >
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>