RlpSolve: Interface to Lp_solve v. 5.5 to solve linear/integer programs

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.

AuthorMichel Berkelaar and others for the lpSolve package
Date of publication2014-01-20 11:53:11
MaintainerDiethlem Wuertz <wuertz@phys.ethz.ch>
LicenseLGPL-2
Version271.563

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Files

DESCRIPTION
NAMESPACE
R
R/lpSolve.R R/zzz.R
man
man/lpSolve.Rd
src
src/Makevars
src/Makevars.win
src/colamd.c
src/colamd.h
src/commonlib.c
src/commonlib.h
src/declare.h
src/fortify.h
src/hbio.c
src/hbio.h
src/ini.c
src/ini.h
src/isfixedvar.c
src/lp_BFP.h
src/lp_BFP1.h
src/lp_BFP2.h
src/lp_Hash.c
src/lp_Hash.h
src/lp_LUSOL.c
src/lp_LUSOL.h
src/lp_MDO.c
src/lp_MDO.h
src/lp_MPS.c
src/lp_MPS.h
src/lp_SOS.c
src/lp_SOS.h
src/lp_crash.c
src/lp_crash.h
src/lp_explicit.h
src/lp_fortify.h
src/lp_lib.c
src/lp_lib.h
src/lp_matrix.c
src/lp_matrix.h
src/lp_mipbb.c
src/lp_mipbb.h
src/lp_params.c
src/lp_presolve.c
src/lp_presolve.h
src/lp_price.c
src/lp_price.h
src/lp_pricePSE.c
src/lp_pricePSE.h
src/lp_report.c
src/lp_report.h
src/lp_rlp.c
src/lp_rlp.h
src/lp_scale.c
src/lp_scale.h
src/lp_simplex.c
src/lp_simplex.h
src/lp_types.h
src/lp_utils.c
src/lp_utils.h
src/lp_wlp.c
src/lp_wlp.h
src/lpkit.h
src/lpslink56.c
src/lpsolve.h
src/lusol.c
src/lusol.h
src/lusol1.h
src/lusol2.h
src/lusol6a.h
src/lusol6l0.h
src/lusol6u.h
src/lusol7a.h
src/lusol8a.h
src/lusolio.c
src/lusolio.h
src/mmio.c
src/mmio.h
src/myblas.c
src/myblas.h
src/sparselib.c
src/sparselib.h
src/ufortify.h
src/yacc_read.c
src/yacc_read.h

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