[R] Binary Quadratic Opt?

[menkes]

Hi Khris,

If all your variables are binary then you may want to check CPLEX and/or
Gurobi (both provide a free academic license). 
http://www-01.ibm.com/software/integration/optimization/cplex-optimizer/
http://www.gurobi.com/products/additional-products-using-gurobi/r

The algorithms that CPLEX and Gurobi use for quadratic programming are
designed to work with convex objective functions, with the one exception
when all variables are binary.  In that case CPLEX and Gurobi apply some
transformation that in certain cases will allow you to solve binary
quadratic optimization problems.

Regards,
Menkes

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