There is nothing in R that I know of. The task view on optimization shows `stoprog', but it is not available on CRAN.
One obvious reason, that I can think of, for the lack of any packages, is that the word "stochastic" is too broad. One needs to know more precisely how randomness enters into standard LP problems in order to write a solution algorithm. Are the coefficients random or is the R.H.S. random? How are they distributed? . General-purpose stochastic LP packages would be challenging to conceptualize and design. Ravi. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu ----- Original Message ----- From: Sudhakar Achath <s.m.ach...@gmail.com> Date: Monday, July 5, 2010 5:58 am Subject: [R] Stoch Prog in R To: r-help@r-project.org > Can you please let know if there are any packages for > stochastic linear programming (SLP) in R? > > Thanks in advance > > Sudhakar Achath > > ______________________________________________ > R-help@r-project.org mailing list > > PLEASE do read the posting guide > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
