[R] non-linear integer optimization?

[Hans W Borchers]

darckeen <darckeen <at> hotmail.com> writes:

> 
> Are there any packages that do non-linear integer otimization?  Looked at
> lpSolve but i'm pretty sure it only works with linear programming and not
> non-linear, tried "L-BFGS-B" optim after flooring all my params, works
> somewhat but seems really inefficient.  Anything else I should look at?

The most general answer is:  There is no R package for MINLP problems !

But: Would have been nice if you had done the following things:

  - Have a look into the 'optimization' task view
  - Provide an example of a function you would like to optimize
    (can it be reduced to a quadratic or convex problem?).
  - Tell whether you need to do it repeatedly or only a few times
    (e.g., utilizing an interface to the NEOS solvers).
  - How many integer variables, binary or really integer, etc.
    (could you do your own branch-and-bound, e.g.)?

Providing as little information as above makes communicating difficult.

Hans Werner

P. S.:  The R-Forge project "Integer and Nonlinear Optimization in R (RINO)" 
        will (hopefully) make some of those COIN-OR solvers available.