ROI: R Optimization Infrastructure

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The R Optimization Infrastructure (ROI) is a sophisticated framework for handling optimization problems in R.

Author
Kurt Hornik [aut], David Meyer [aut], Florian Schwendinger [aut], Stefan Theussl [aut, cre], Diethelm Wuertz [ctb]
Date of publication
2016-06-18 18:46:06
Maintainer
Stefan Theussl <Stefan.Theussl@R-Project.org>
License
GPL-3
Version
0.2-1
URLs

View on CRAN

Man pages

as.L_term
Coerce an object to type '"L_term"'.
as.Q_term
Coerce an object to type '"Q_term"'.
Bounds_Accessor_Mutator
Bounds - Accessor and Mutator Functions
C_bound
Conic Bounds
constraints
Extract constraints
equal
Compare two Objects
F_constraint
Function Constraints
F_objective
General (Nonlinear) Objective Function
G
Extract Gradient information
J
Extract Jacobian Information
L_constraint
Linear Constraints
L_objective
Linear Objective Function
nlminb2
Nonlinear programming with nonlinear constraints.
NO_constraint
Class: '"NO_constraint"'
objective
Extract Objective Functions
OP
Optimization Problem Constructor
Q_constraint
Quadratic Constraints
Q_objective
Quadratic Objective Function
rbind.constraint
Linear Constraints
ROI_applicable_solvers
Obtain Applicable Solvers
ROI_bound
bound
ROI_constraint
constraint
ROI_options
ROI Options
ROI_plugin_add_status_code_to_db
Add Status Code to the Status Database
ROI_plugin_canonicalize_solution
Canonicalize Solution
ROI_plugin_get_solver_name
Get Solver Name
ROI_plugin_make_signature
Make Signatures
ROI_plugin_register_solver_control
Register Solver Controls
ROI_plugin_register_solver_method
Register Solver Method
ROI_registered_solvers
Solver Tools
ROI_solve
Solve an Optimization Problem
solution
Extract Solution
types
Extract Objective Variable Types
US30
Monthly return data for 30 of the largest US stocks
V_bound
Objective Variable Bounds
vech
Half-Vectorization

Files in this package

ROI
ROI/inst
ROI/inst/tests
ROI/inst/tests/CP
ROI/inst/tests/CP/powd_1.R
ROI/inst/tests/CP/socp_2.R
ROI/inst/tests/CP/powp_1.R
ROI/inst/tests/CP/sdp_2.R
ROI/inst/tests/CP/expp_1.R
ROI/inst/tests/CP/sdp_1.R
ROI/inst/tests/CP/socp_1.R
ROI/inst/tests/CP/expp_2.R
ROI/inst/tests/CP/expp_3.R
ROI/inst/tests/CP/expd_1.R
ROI/inst/tests/C_constraints.R
ROI/inst/tests/NLP
ROI/inst/tests/NLP/test-banana-global.R
ROI/inst/tests/NLP/test-simple.R
ROI/inst/tests/NLP/test-parameters.R
ROI/inst/tests/NLP/test-hs023.R
ROI/inst/tests/NLP/test-example.R
ROI/inst/tests/NLP/test-systemofeq.R
ROI/inst/tests/NLP/test-banana.R
ROI/inst/tests/NLP/test-hs071.R
ROI/inst/tests/MILP
ROI/inst/tests/MILP/milp_1.R
ROI/inst/tests/MILP/milp_2.R
ROI/inst/tests/QP
ROI/inst/tests/QP/qp_1.R
ROI/inst/tests/LP
ROI/inst/tests/LP/lp_1.R
ROI/inst/tests/testing.R
ROI/inst/tests/rbind.R
ROI/inst/tests/Combine.R
ROI/NAMESPACE
ROI/data
ROI/data/US30.rda
ROI/R
ROI/R/sanitychecks.R
ROI/R/roi.R
ROI/R/plugin.R
ROI/R/solution.R
ROI/R/OP.R
ROI/R/doc_data.R
ROI/R/objective.R
ROI/R/utilities.R
ROI/R/errors.R
ROI/R/plugin_nlminb.R
ROI/R/solver.R
ROI/R/bounds.R
ROI/R/gradient.R
ROI/R/constraints.R
ROI/R/types.R
ROI/R/zzz.R
ROI/MD5
ROI/DESCRIPTION
ROI/man
ROI/man/NO_constraint.Rd
ROI/man/ROI_registered_solvers.Rd
ROI/man/constraints.Rd
ROI/man/J.Rd
ROI/man/types.Rd
ROI/man/ROI_solve.Rd
ROI/man/equal.Rd
ROI/man/rbind.constraint.Rd
ROI/man/as.L_term.Rd
ROI/man/Bounds_Accessor_Mutator.Rd
ROI/man/vech.Rd
ROI/man/ROI_plugin_make_signature.Rd
ROI/man/as.Q_term.Rd
ROI/man/ROI_bound.Rd
ROI/man/ROI_constraint.Rd
ROI/man/F_constraint.Rd
ROI/man/ROI_plugin_register_solver_method.Rd
ROI/man/ROI_plugin_get_solver_name.Rd
ROI/man/Q_constraint.Rd
ROI/man/G.Rd
ROI/man/L_objective.Rd
ROI/man/C_bound.Rd
ROI/man/ROI_plugin_register_solver_control.Rd
ROI/man/V_bound.Rd
ROI/man/objective.Rd
ROI/man/ROI_plugin_canonicalize_solution.Rd
ROI/man/nlminb2.Rd
ROI/man/F_objective.Rd
ROI/man/ROI_plugin_add_status_code_to_db.Rd
ROI/man/L_constraint.Rd
ROI/man/OP.Rd
ROI/man/US30.Rd
ROI/man/ROI_applicable_solvers.Rd
ROI/man/Q_objective.Rd
ROI/man/ROI_options.Rd
ROI/man/solution.Rd