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.
|Author||Michel Berkelaar and others for the lpSolve package|
|Date of publication||2014-01-20 11:53:11|
|Maintainer||Diethlem Wuertz <[email protected]>|
|Package repository||View on R-Forge|
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