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.

Getting started

Package details

AuthorMichel Berkelaar and others for the lpSolve package
MaintainerDiethlem Wuertz <wuertz@phys.ethz.ch>
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("RlpSolve", repos="http://R-Forge.R-project.org")

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RlpSolve documentation built on May 2, 2019, 4:53 p.m.