ROI: R Optimization Infrastructure
Version 0.2-6

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

Browse man pages Browse package API and functions Browse package files

AuthorKurt Hornik [aut], David Meyer [aut], Florian Schwendinger [aut], Stefan Theussl [aut, cre], Diethelm Wuertz [ctb]
Date of publication2017-05-23 14:19:43
MaintainerStefan Theussl <Stefan.Theussl@R-Project.org>
LicenseGPL-3
Version0.2-6
URL http://R-Forge.R-project.org/projects/roi
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("ROI", repos="http://R-Forge.R-project.org")

Man pages

as.L_term: Canonicalize the Linear Term
as.Q_term: Canonicalize the Quadraric Term
Bounds_Accessor_Mutator: Bounds - Accessor and Mutator Functions
C_constraint: Conic Constraints
cone: Cone Constructors
constraints: Constraints - Accessor and Mutator Functions
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
maximum: Maximum - Accessor and Mutator Functions
nlminb2: Nonlinear programming with nonlinear constraints.
NO_constraint: Class: '"NO_constraint"'
objective: Objective - Accessor and Mutator Functions
OP: Optimization Problem Constructor
OP_signature: Optimization Problem Signature
Q_constraint: Quadratic Constraints
Q_objective: Quadratic Objective Function
rbind.constraint: Combine Constraints
read.op: Read Optimization Problems
ROI_applicable_solvers: Obtain Applicable Solvers
ROI_available_solvers: Available 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_build_equality_constraints: Build Functional Equality Constraints
ROI_plugin_build_inequality_constraints: Build Functional Inequality Constraints
ROI_plugin_canonicalize_solution: Canonicalize Solution
ROI_plugin_get_solver_name: Get Solver Name
ROI_plugin_make_signature: Make Signatures
ROI_plugin_register_reader_writer: Register Reader / Writer Method
ROI_plugin_register_reformulation: Register Reformulation Method
ROI_plugin_register_solver_control: Register Solver Controls
ROI_plugin_register_solver_method: Register Solver Method
ROI_plugin_solution: Extract solution from the solver.
ROI_reformulate: Reformulate a Optimization Problem
ROI_registered_reader: List Registered Reader
ROI_registered_reformulations: Registered Reformulations
ROI_registered_solvers: Solver Tools
ROI_registered_writer: Write Optimization Problems
ROI_solve: Solve an Optimization Problem
ROI_solver_signature: Obtain Solver Signature
signs: Replicate '"=="', '">="' and '"<="' Signs
solution: Extract Solution
types: Types - Accessor and Mutator Functions
US30: Monthly return data for 30 of the largest US stocks
V_bound: Objective Variable Bounds
vech: Half-Vectorization
write.op: Write Optimization Problems

Functions

C_constraint Man page Source code
F_constraint Man page Source code
F_objective Man page Source code
G Man page Source code
G.F_objective Source code
G.L_objective Source code
G.Q_objective Source code
IdGenerator Source code
InputOutputDataBase Source code
J Man page Source code
J.F_constraint Source code
J.L_constraint Man page Source code
J.Q_constraint Man page Source code
J.function Source code
K_expd Man page Source code
K_expp Man page Source code
K_lin Man page Source code
K_powd Man page Source code
K_powp Man page Source code
K_psd Man page Source code
K_soc Man page Source code
K_zero Man page Source code
LPLC.BC Source code
LPLC.BCI Source code
LPLC.BCI.PSD Source code
LPLC.BCI.SOC Source code
LPLC.C Source code
L_L_C Source code
L_L_CI Source code
L_L_I Source code
L_constraint Man page Source code
L_objective Man page Source code
NO_constraint Man page Source code
OP Man page Source code
OP_applicable_solver Source code
OP_signature Man page Source code
QPLC.B Source code
QPLC.BCI Source code
Q_constraint Man page Source code
Q_objective Man page Source code
ROI_applicable_solvers Man page Source code
ROI_available_solver_controls Source code
ROI_available_solvers Man page Source code Source code
ROI_available_solvers.NULL Source code
ROI_available_solvers.OP Source code
ROI_available_solvers.ROI_signature Source code
ROI_expand Source code
ROI_installed_solvers Man page Source code
ROI_make_NLP_FXCV_signatures Source code
ROI_options Man page
ROI_plugin_add_status_code_to_db Man page Source code
ROI_plugin_build_equality_constraints Man page Source code
ROI_plugin_build_inequality_constraints Man page Source code
ROI_plugin_canonicalize_solution Man page Source code
ROI_plugin_get_solver_name Man page Source code
ROI_plugin_make_signature Man page Source code
ROI_plugin_register_reader Man page Source code
ROI_plugin_register_reader_writer Man page Man page
ROI_plugin_register_reformulation Man page Source code
ROI_plugin_register_solver_control Man page Source code
ROI_plugin_register_solver_method Man page Source code
ROI_plugin_register_writer Man page Source code
ROI_plugin_solution_aux Man page Source code
ROI_plugin_solution_aux.OP_solution Source code
ROI_plugin_solution_aux.OP_solution_set Source code
ROI_plugin_solution_dual Man page Source code
ROI_plugin_solution_dual.OP_solution Source code
ROI_plugin_solution_dual.OP_solution_set Source code
ROI_plugin_solution_msg Man page Source code
ROI_plugin_solution_msg.OP_solution Source code
ROI_plugin_solution_msg.OP_solution_set Source code
ROI_plugin_solution_objval Man page Source code
ROI_plugin_solution_objval.OP_solution Source code
ROI_plugin_solution_objval.OP_solution_set Source code
ROI_plugin_solution_prim Man page Source code
ROI_plugin_solution_prim.OP_solution Man page Source code
ROI_plugin_solution_prim.OP_solution_set Man page Source code
ROI_plugin_solution_psd Man page Source code
ROI_plugin_solution_psd.OP_solution Source code
ROI_plugin_solution_psd.OP_solution_set Source code
ROI_plugin_solution_status Man page Source code
ROI_plugin_solution_status.OP_solution Source code
ROI_plugin_solution_status.OP_solution_set Source code
ROI_plugin_solution_status_code Man page Source code
ROI_plugin_solution_status_code.OP_solution Source code
ROI_plugin_solution_status_code.OP_solution_set Source code
ROI_reformulate Man page Source code
ROI_registered_reader Man page Source code
ROI_registered_reformulations Man page Source code
ROI_registered_solvers Man page Source code
ROI_registered_writer Man page Source code
ROI_required_signature Source code
ROI_solve Man page Source code
ROI_solver_signature Man page Source code
ROI_translate Source code
ReformulationDatabase Source code
SolverDatabase Source code
US30 Man page
V_bound Man page Source code
add_control_db_schema Source code
add_nlminb_controls Source code
add_nlminb_status_codes Source code
add_solver_db_schema Source code
add_status_db_schema Source code
all_signatures Source code
as.C_constraint Man page Source code
as.C_constraint.C_constraint Source code
as.C_constraint.L_constraint Source code
as.C_constraint.NO_constraint Source code
as.C_constraint.NULL Source code
as.F_constraint Man page Source code
as.F_constraint.NO_constraint Man page Source code
as.F_constraint.NULL Man page Source code
as.F_constraint.constraint Man page Source code
as.F_objective Man page Source code
as.F_objective.F_objective Source code
as.F_objective.L_objective Source code
as.F_objective.Q_objective Source code
as.F_objective.function Source code
as.F_term Source code
as.F_term.function Source code
as.F_term.list Source code
as.J_term Source code
as.J_term.NULL Source code
as.J_term.function Source code
as.J_term.list Source code
as.L_constraint Man page Source code
as.L_constraint.L_constraint Source code
as.L_constraint.NO_constraint Source code
as.L_constraint.list Source code
as.L_constraint.numeric Source code
as.L_objective Man page Source code
as.L_objective.NULL Source code
as.L_objective.Q_objective Source code
as.L_objective.function Source code
as.L_objective.numeric Source code
as.L_term Man page Source code
as.L_term.NULL Source code
as.L_term.matrix Source code
as.L_term.numeric Source code
as.L_term.simple_triplet_matrix Source code
as.NO_constraint Man page Source code
as.NO_constraint.L_constraint Source code
as.NO_constraint.NO_constraint Source code
as.OP Man page Source code
as.OP.numeric Source code
as.Q_constraint Man page Source code
as.Q_constraint.L_constraint Source code
as.Q_constraint.Q_constraint Source code
as.Q_constraint.list Source code
as.Q_objective Man page Source code
as.Q_objective.function Source code
as.Q_objective.matrix Source code
as.Q_objective.numeric Source code
as.Q_objective.simple_triplet_matrix Source code
as.Q_term Man page Source code
as.Q_term.NULL Man page Source code
as.Q_term.list Man page Source code
as.Q_term.matrix Man page Source code
as.Q_term.numeric Man page Source code
as.Q_term.simple_triplet_matrix Man page Source code
as.V_bound Man page Source code
as.V_bound.NULL Source code
as.constraint Man page Source code
as.constraint.numeric Source code
as.function.F_objective Source code
as.function.L_constraint Source code
as.function.L_objective Source code
as.function.Q_objective Source code
as.function.constraint Source code
as.list.V_bound Source code
as.no_V_bounds_OP Source code
as.no_V_bounds_OP.OP Source code
as.objective Man page Source code
as.objective.default Source code
as.objective.function Source code
as.rhs Source code
as.rhs.NULL Source code
as.types Source code
as.types.character Source code
as_function_L_constraint Source code
as_function_Q_constraint Source code
available_bound_classes Source code
available_cone_types Source code
available_constraint_classes Source code
available_in_status_codes_db Source code
available_objective_classes Source code
available_row_sense Source code
available_types Source code
bound (Constructors) Man page
bounds Man page Source code
bounds (Set/Get) Man page
bounds.OP Man page Source code
bounds<- Man page
build_equality_constraints_rhs_x Source code
build_equality_constraints_rhs_zero Source code
build_fun_dir_zero Source code
build_inequality_constraints Source code
build_inequality_constraints_leq_geq_rhs Source code
c.F_constraint Source code
c.L_constraint Source code
c.NO_constraint Source code
c.Q_constraint Source code
c.bound Man page Source code
c.cone Source code
c.constraint Man page Source code
c2_C_constraints Source code
c2_C_constraints_named Source code
c2_L_constraints Source code
c2_L_constraints_named Source code
c2_Q_constraints Source code
c_2_bounds Source code
c_V_bound Source code
calc_dims Source code
canonicalize_status Source code
check_OP_for_sanity Source code
check_constraints Source code
check_constraints.F_constraint Source code
check_constraints.L_constraint Source code
check_constraints.NO_constraint Source code
check_constraints.NULL Source code
check_function_for_sanity Source code
constraint (Constructors) Man page
constraint directions Man page
constraints Man page Source code
constraints (Set/Get) Man page
constraints.OP Man page Source code
constraints<- Man page
couldnt_load_pkg Source code
cross_validate_schema Source code
delete_status_code_from_db Source code
dim.constraint Man page Source code
eq Man page Source code
equal Man page Source code
equal.L_constraint Man page Source code
equal.NULL Man page Source code
equal.Q_constraint Man page Source code
equal.character Man page Source code
equal.integer Man page Source code
equal.list Man page Source code
equal.logical Man page Source code
equal.numeric Man page Source code
equal.simple_triplet_matrix Man page Source code
error Source code
expand_row_sense Source code
expand_types Source code
fill_stm Source code
flatten_constraints Source code
geq Man page Source code
get_bound_type Source code
get_cone_types Source code
get_constraint_class Source code
get_lb Source code
get_objective_class Source code
get_package_name Source code
get_solver_controls_from_db Source code
get_solver_methods Source code
get_solver_methods_from_signature Source code
get_solver_packages_from_db Source code
get_solvers_from_db Source code
get_status_message_from_db Source code
get_ub Source code
get_varibale_types Source code
has.Q_constraint Source code
is.C_constraint Man page Source code
is.F_constraint Man page Source code
is.F_objective Source code
is.L_constraint Man page Source code
is.L_objective Source code
is.NO_constraint Man page Source code
is.Q_constraint Man page Source code
is.Q_objective Source code
is.V_bound Man page Source code
is.bound Man page Source code
is.constraint Man page Source code
is.objective Source code
is.subset Source code
is_string Source code
is_zero_matrix Source code
length.C_constraint Man page Source code
length.F_constraint Source code
length.L_constraint Man page Source code
length.NO_constraint Source code
length.Q_constraint Man page Source code
length.cone Source code
length.objective Source code
length_F_constraint Source code
leq Man page Source code
linearize_BQP Source code
make_OP_solution Source code
make_box_constraints_from_bounds Source code
make_box_constraints_from_bounds_in_MIP Source code
make_default_box_constraints Source code
make_nlminb2_control_defaults Source code
make_signature Source code
make_standard_bounds Source code
maximum Man page Source code Source code
maximum (Set/Get) Man page
maximum<- Man page
nlminb2 Man page Source code
nlminb_solve_QP Source code
objective Man page Source code Source code
objective (Set/Get) Man page
objective.default Source code
objective<- Man page
og Source code
onAttach Source code
onLoad Source code
plugin_prefix Source code
plural_s Source code
print.F_objective Source code
print.L_objective Source code
print.OP Source code
print.OP_solution Source code
print.OP_solution_set Source code
print.Q_objective Source code
print.V_bound Source code
print.bound Source code
print.constraint Source code
print.jacobian Source code
qp_to_socp Source code
rbind.constraint Man page Source code
rbind_C_constraint Source code
rbind_F_constraint Source code
rbind_L_constraint Source code
rbind_NO_constraint Source code
rbind_Q_constraint Source code
rbind_stm_by_names Source code
read.op Man page Source code
reduce_signature Source code
row_sense_is_feasible Source code
select_solver Source code
signature_in_df Source code
signature_to_list Source code
simple_cone Source code
solution Man page Source code
solution.default Source code
solve_NLP_nlminb Source code
solve_QP_nlminb Source code
solve_empty_OP Source code
sort_types Source code
str.cone Source code
str.constraint Source code
str.objective Source code
str_default Source code
terms.C_constraint Man page Source code
terms.F_constraint Man page Source code
terms.F_objective Man page Source code
terms.L_constraint Man page Source code
terms.L_objective Man page Source code
terms.Q_constraint Man page Source code
terms.Q_objective Man page Source code
terms.function Source code
types Man page Source code
types (Set/Get) Man page
types.OP Source code
types<- Man page
valid_bound Source code
valid_cone Source code
variable.names.C_constraint Man page Source code
variable.names.F_constraint Man page Source code
variable.names.F_objective Man page Source code
variable.names.L_constraint Man page Source code
variable.names.L_objective Man page Source code
variable.names.Q_constraint Man page Source code
variable.names.Q_objective Man page Source code
variable.names.function Source code
vech Man page Source code
which_op_type Source code
write.op Man page Source code
xtQx Source code

Files

DESCRIPTION
NAMESPACE
R
R/OP.R
R/bounds.R
R/constraints.R
R/doc_data.R
R/errors.R
R/gradient.R
R/io_tools.R
R/maximum.R
R/objective.R
R/plugin.R
R/plugin_nlminb.R
R/reformulations.R
R/roi.R
R/sanitychecks.R
R/solution.R
R/solver.R
R/types.R
R/utilities.R
R/zzz.R
data
data/US30.rda
man
man/Bounds_Accessor_Mutator.Rd
man/C_constraint.Rd
man/F_constraint.Rd
man/F_objective.Rd
man/G.Rd
man/J.Rd
man/L_constraint.Rd
man/L_objective.Rd
man/NO_constraint.Rd
man/OP.Rd
man/OP_signature.Rd
man/Q_constraint.Rd
man/Q_objective.Rd
man/ROI_applicable_solvers.Rd
man/ROI_available_solvers.Rd
man/ROI_bound.Rd
man/ROI_constraint.Rd
man/ROI_options.Rd
man/ROI_plugin_add_status_code_to_db.Rd
man/ROI_plugin_build_equality_constraints.Rd
man/ROI_plugin_build_inequality_constraints.Rd
man/ROI_plugin_canonicalize_solution.Rd
man/ROI_plugin_get_solver_name.Rd
man/ROI_plugin_make_signature.Rd
man/ROI_plugin_register_reader_writer.Rd
man/ROI_plugin_register_reformulation.Rd
man/ROI_plugin_register_solver_control.Rd
man/ROI_plugin_register_solver_method.Rd
man/ROI_plugin_solution.Rd
man/ROI_reformulate.Rd
man/ROI_registered_reader.Rd
man/ROI_registered_reformulations.Rd
man/ROI_registered_solvers.Rd
man/ROI_registered_writer.Rd
man/ROI_solve.Rd
man/ROI_solver_signature.Rd
man/US30.Rd
man/V_bound.Rd
man/as.L_term.Rd
man/as.Q_term.Rd
man/cone.Rd
man/constraints.Rd
man/equal.Rd
man/maximum.Rd
man/nlminb2.Rd
man/objective.Rd
man/rbind.constraint.Rd
man/read.op.Rd
man/signs.Rd
man/solution.Rd
man/types.Rd
man/vech.Rd
man/write.op.Rd
tests
tests/ROI.R
ROI documentation built on May 23, 2017, 3:07 p.m.