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

[Arne Henningsen]

Dear Uwe

I suggest to use "lpSolve" or "lpSolveAPI."

/Arne


On 8 June 2015 at 10:18,  <u0055 at wolke7.net> wrote:
> 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,
> Uwe
>

-- 
Arne Henningsen
http://www.arne-henningsen.name