[R-SIG-Finance] Fastest simplex algorithm package (faster than linprog) ?

u0055 at wolke7.net u0055 at wolke7.net
Mon Jun 8 10:18:22 CEST 2015

Dear R-SIGs,

I would like to solve a simplex problem on a web server on the fly.
The simplex algorithm should be fast,
because the surfers are waiting.

I'm using linprog package right now.
It works well, but it takes ca. 4 minutes.

Does anybody know a very fast simplex algorithm package ?
It should understand constraints including '=', '>=' and '<='.
It should run natively under one of these Linux versions:
Cent OS 7.1
Cent OS 6.6
Debian 8
Debian 7
Ubuntu 15.04
Ubuntu 14.10
Ubuntu 14.04
Fedora 21
openSUSE 13.1
openSUSE 11.4

Thanks and all the best,

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