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Lp_solve is freely available (under LGPL 2) software for solving linear, integer and mixed integer programs. In this implementation we supply a "wrapper" function in C and some R functions that solve general linear/integer problems, assignment problems, and transportation problems. This version calls lp_solve version 5.5. THIS PACKAGE IS MODIFIED FOR PORTFOLIO OPTIMIZATION WITH RMETRICS. FOR OTHER PURPOSES PLEASE USE THE ORIGINAL PACKAGE ON THE CRAN SERVER.
Package details 


Author  Michel Berkelaar and others for the lpSolve package 
Maintainer  Diethlem Wuertz <wuertz@phys.ethz.ch> 
License  LGPL2 
Version  271.563 
Package repository  View on RForge 
Installation 
Install the latest version of this package by entering the following in R:

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