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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 |
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Author | Michel Berkelaar and others for the lpSolve package |
Maintainer | Diethlem Wuertz <wuertz@phys.ethz.ch> |
License | LGPL-2 |
Version | 271.563 |
Package repository | View on R-Forge |
Installation |
Install the latest version of this package by entering the following in R:
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