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optiSolve  

Linear, Quadratic, and Rational Optimization
View on CRAN: Click here


Download and install optiSolve package within the R console
Install from CRAN:
install.packages("optiSolve")

Install from Github:
library("remotes")
install_github("cran/optiSolve")

Install by package version:
library("remotes")
install_version("optiSolve", "1.0")



Attach the package and use:
library("optiSolve")
Maintained by
Robin Wellmann
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-07-28
Latest Update: 2021-10-13
Description:
Solver for linear, quadratic, and rational programs with linear, quadratic, and rational constraints. A unified interface to different R packages is provided. Optimization problems are transformed into equivalent formulations and solved by the respective package. For example, quadratic programming problems with linear, quadratic and rational constraints can be solved by augmented Lagrangian minimization using package 'alabama', or by sequential quadratic programming using solver 'slsqp'. Alternatively, they can be reformulated as optimization problems with second order cone constraints and solved with package 'cccp'.
How to cite:
Robin Wellmann (2017). optiSolve: Linear, Quadratic, and Rational Optimization. R package version 1.0, https://cran.r-project.org/web/packages/optiSolve. Accessed 21 Nov. 2024.
Previous versions and publish date:
0.1.2 (2020-03-10 08:10), 0.1 (2017-07-28 00:22)
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