Rmosek: The R-to-MOSEK Optimization Interface

An interface to the MOSEK optimization library designed to solve large-scale mathematical optimization problems. Supports linear, quadratic and second order cone optimization with/without integer variables, in addition to the more general separable convex problems. Trial and free academic licenses available at http://www.mosek.com.

Getting started

Package details

AuthorHenrik Alsing Friberg
Date of publication2014-12-13 17:23:24
MaintainerHenrik Alsing Friberg <[email protected]>
LicenseLGPL (>= 2.1)
URL http://rmosek.r-forge.r-project.org/ http://www.mosek.com/
Package repositoryView on CRAN
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Rmosek documentation built on May 29, 2017, 10:53 p.m.