RlpSolveAPI: Interface to lp_solve v. 5.5

The lpSolveAPI [RlpSolve] package provides an R interface to the lp_solve library - lp_solve is a Mixed Integer Linear Programming (MILP) solver with support for pure linear, (mixed) integer/binary, semi-continuous and special ordered sets (SOS) models. THIS PACKAGE IS MODIFIED FOR PORTFOLIO OPTIMIZATION WITH RMETRICS. FOR OTHER PURPOSES PLEASE USE THE ORIGINAL PACKAGE ON THE CRAN SERVER.

Authorlp_solve <http://lpsolve.sourceforge.net/>, Kjell Konis <kjell.konis@epfl.ch>.
Date of publication2014-01-20 11:55:16
MaintainerDiethelm Wuertz <wuertz@phys.ethz.ch>
LicenseLGPL version 2
Version2.71.55012

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Functions

lpSolveAPI Man page

Files

DESCRIPTION
NAMESPACE
R
R/lpSolveAPI.R R/lpSolveAPIControl.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/lpSolve.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/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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