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.
|Author||lp_solve <http://lpsolve.sourceforge.net/>, Kjell Konis <[email protected]>.|
|Date of publication||2014-01-20 11:55:16|
|Maintainer||Diethelm Wuertz <[email protected]>|
|License||LGPL version 2|
|Package repository||View on R-Forge|
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