[R-pkgs] The GNU Linear Programming Kit for R

Lopaka Lee (Rob) rlee at inverness.fpcc.net
Wed Jun 22 23:08:39 CEST 2005


The R interface to the GNU Linear Programming Kit (GLPK) is now available
on CRAN.

The R interface functions are almost identical to the native GLPK C API
making it easy to move code and concepts between R and C.

The GLPK package is intended for solving large-scale linear programming
(LP), mixed integer linear programming (MIP), and other related problems.

The GLPK library includes the following main components:

* implementation of the simplex method;
* implementation of the primal-dual interior-point method;
* implementation of the branch-and-bound method;
* application program interface (API);
* GNU MathProg modeling language (a subset of AMPL);
* GLPSOL, a stand-alone LP/MIP solver.

See GLPK webpage <http://www.gnu.org/software/glpk/glpk.html>.




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