[R] Optimization and Linear Programming in R

[Liviu Andronic]

Hello,

On 6/26/09, Chris.Wilcox at csiro.au <Chris.Wilcox at csiro.au> wrote:
>  We are looking for a solver that can deal with this nonlinear integer programming problem.  We looked at a number of packages on the CRAN Task View: Optimization and Mathematical Programming, however, we have not been able to locate one that will suit our purposes.  The essential features are we need to be able to write a nonlinear function for the objective (hopefully a self contained one as we need to include some data in it), we need to be able to use a binary decision (or parameter) vector, and we need to be able to use a constraint.  Any suggestions as to packages or other software that will work for our problem would be much appreciated.
>
There is `solnp', part of the "Integer and Nonlinear Optimization in R
(RINO)" project [1]. It is still in early beta, though.

[1] http://r-forge.r-project.org/projects/rino/