darckeen <darckeen <at> hotmail.com> writes: > > Are there any packages that do non-linear integer otimization? Looked at > lpSolve but i'm pretty sure it only works with linear programming and not > non-linear, tried "L-BFGS-B" optim after flooring all my params, works > somewhat but seems really inefficient. Anything else I should look at?
The most general answer is: There is no R package for MINLP problems ! But: Would have been nice if you had done the following things: - Have a look into the 'optimization' task view - Provide an example of a function you would like to optimize (can it be reduced to a quadratic or convex problem?). - Tell whether you need to do it repeatedly or only a few times (e.g., utilizing an interface to the NEOS solvers). - How many integer variables, binary or really integer, etc. (could you do your own branch-and-bound, e.g.)? Providing as little information as above makes communicating difficult. Hans Werner P. S.: The R-Forge project "Integer and Nonlinear Optimization in R (RINO)" will (hopefully) make some of those COIN-OR solvers available. ______________________________________________ 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.