On 10/3/05, roger bos <[EMAIL PROTECTED]> wrote: > Paolo, > As others have alluded, R does not have any one package that is as > versatile and powerful as NuOpt, but R does have many different optimization > packages, so you can do LP, QP, Integer programming, and many more types of > optimization, all without having to learn a new language. But being free, > they are admittedly not as powerful as NuOpt. The main thing I know you can > do in NuOpt that you cannot do in R (to my knowledge) is mixed integer > quadratic programming, which would be nice, but there are many work arounds. > Thanks, > Roger
The Dakota project http://endo.sandia.gov/DAKOTA/ provides an interface to many different open source or freely available optimization routines. I haven't checked whether mixed integer programming is included in the collection. > On 10/3/05, Prof Brian Ripley <[EMAIL PROTECTED]> wrote: > > > > On Mon, 3 Oct 2005, Huntsinger, Reid wrote: > > > > > Have you looked at the R interface to GLPK (the GNU Linear Programming > > Kit)? > > > http://cran.r-project.org/src/contrib/Descriptions/glpk.html > > > > NUOPT is not just about LP: the subject was `language for optimization'. > > Its manual says > > > > `NUOPT is a collection of powerful optimization methods, including: > > > > - primal-dual interior point method with higher order correction for > > Linear Programming (LP) models. > > > > - simplex method for Linear Programming (LP) and mixed integer programming > > (MILP) models. > > > > - primal-dual interior point method based on line search for general > > Convex Programming (CP) models including convex Quadratic Programming > > (CQP) models. > > > > - primal-dual interior point method based on trust region method for > > general Non-Linear Programming (NLP) models. > > > > - primal-dual interior point method based on quasi-Newton method for > > general Non-Linear Programming (NLP) models. > > > > - active set method for convex Quadratic Programming (CQP) models and > > mixed integer Quadratic Programming(MIQP) models.' > > > > In any case, I don't see GLPK as a `language' and other LP solvers are > > available in R. > > > > > > > From: [EMAIL PROTECTED] > > > [mailto:[EMAIL PROTECTED] On Behalf Of Prof Brian Ripley > > > Sent: Sunday, October 02, 2005 10:38 AM > > > To: Paolo Cavatore > > > Cc: [email protected] > > > Subject: Re: [R] modeling language for optimization problems > > > > > > > > > On Sun, 2 Oct 2005, Paolo Cavatore wrote: > > > > > >> Does anyone know whether R has its own modeling language for > > optimization > > >> problems (like SIMPLE in NuOPT for S-plus)? > > > > > > No. Note that SIMPLE is the language of NUOPT, not of S-PLUS. There is > > > an (extra-cost) interface module S+NUOPT, but it is an interface to > > > NUOPT's engine. > > > > > > As far as I am aware R itself covers almost none of the ground of > > S+NUOPT, > > > and available packages cover only a small part of it. > > > > -- > > Brian D. Ripley, [EMAIL PROTECTED] > > Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ > > University of Oxford, Tel: +44 1865 272861 (self) > > 1 South Parks Road, +44 1865 272866 (PA) > > Oxford OX1 3TG, UK Fax: +44 1865 272595 > > > > ______________________________________________ > > [email protected] mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide! > > http://www.R-project.org/posting-guide.html > > > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
