Exactly, it makes far more sense to simply install within R or from
local .zip files.

On Thu, 2010-01-14 at 06:29 -0600, Brian G. Peterson wrote:

> Todd Chadwick wrote:
> > I'm wondering if any of you are using any of the solvers in the
> > fPortfolioSolver by the RMetrics chaps?  I've been trying to install the
> > package via RCMD from the source on my Windows XP machine (running R 2.10.1)
> > and it gets hung up during the process.  I am really interested in using the
> > second-order cone programming optimizer wrapper they provide (working on
> > getting a max return optimized portfolio for given target risk).
> >   
> The fPortfolioSolver examples for
> 
> solveRsocp
> 
> and
> 
> solveRqpqc
> 
> 
> works for me on linux.  I don't have time to test on Windows, as I don't 
> use that environment for R.
> 
> I am wondering why you are trying to install from source on Windows, 
> rather than using the binary zip from R-Forge available here:
> 
> http://r-forge.r-project.org/R/?group_id=156
> 
> > I feel sure there are several ways to do things.  My apologies for burdening
> > the list with my rusty operations research skills.   Any help is certainly
> > appreciated, and let me know if more info is needed about my install issues.
> > If Dr. Wuertz or any of the RMetrics team can chime in, even better.  
> >   
> If the optimization problem you are hoping to solve is amenable to a 
> conical solver, then fPortfolioSolver will be the fastest at finding a 
> solution. 
> 
> If, however, you have complex constraints that are not amenable to the 
> quadratic, linear, and conical constraint and objective structure in the 
> RMetrics packages, the PortfolioAnalytics package may be able to let you 
> construct a more arbitrary set of constraints and objectives. 
> 
> When I get some time, I hope to make the specifications interoperable, 
> as well.
> 
> Regards,
> 
>     - Brian
> 



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