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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.
Package details |
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Author | lp_solve <http://lpsolve.sourceforge.net/>, Kjell Konis <kjell.konis@epfl.ch>. |
Maintainer | Diethelm Wuertz <wuertz@phys.ethz.ch> |
License | LGPL version 2 |
Version | 2.71.55012 |
Package repository | View on R-Forge |
Installation |
Install the latest version of this package by entering the following in R:
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