RlpSolveAPI: Interface to lp_solve v. 5.5
Version 2.71.55012

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.

Getting started

Package details

Authorlp_solve <http://lpsolve.sourceforge.net/>, Kjell Konis <[email protected]>.
Date of publication2014-01-20 11:55:16
MaintainerDiethelm Wuertz <[email protected]>
LicenseLGPL version 2
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("RlpSolveAPI", repos="http://R-Forge.R-project.org")

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RlpSolveAPI documentation built on May 31, 2017, 4:56 a.m.