R-RlpSolve - Interface to Lp_solve v. 5.5 to solve linear/integer pro
| Website: | http://r-forge.r-project.org/projects/RlpSolve/ |
|---|---|
| License: | LGPL-2 |
- Description:
Lp_solve is freely available (under LGPL 2) software for solving linear, integer and mixed integer programs. In this implementation we supply a "wrapper" function in C and some R functions that solve general linear/integer problems, assignment problems, and transportation problems. This version calls lp_solve version 5.5. THIS PACKAGE IS MODIFIED FOR PORTFOLIO OPTIMIZATION WITH RMETRICS. FOR OTHER PURPOSES PLEASE USE THE ORIGINAL PACKAGE ON THE CRAN SERVER.
Packages
| R-RlpSolve-271.563-1.fc12.x86_64 [297 KiB] |
Changelog
by pingou (2010-03-27):
- initial package for Fedora |