Thank you for the tip. Can quantreg actually handle mixed / integer programs?
-- TMK -- 212-460-5430 home 917-656-5351 cell ----- Original Message ----- From: "roger koenker" <[EMAIL PROTECTED]> To: "Talbot Katz" <[EMAIL PROTECTED]> Cc: "r-help" <R-help@stat.math.ethz.ch> Sent: Monday, March 05, 2007 9:08 PM Subject: Re: [R] Linear programming with sparse matrix input format? > If you can reformulate your LP as an L1 problem, which is known to be > possible without loss of generality, but perhaps not without loss of > sleep, > then you could use the sparse quantile regression functions in the > quantreg package. > > > url: www.econ.uiuc.edu/~roger Roger Koenker > email [EMAIL PROTECTED] Department of Economics > vox: 217-333-4558 University of Illinois > fax: 217-244-6678 Champaign, IL 61820 > > > On Mar 5, 2007, at 5:30 PM, Talbot Katz wrote: > > > Hi. > > > > I am aware of three different R packages for linear programming: glpk, > > linprog, lpSolve. From what I can tell, if there are N variables > > and M > > constraints, all these solvers require the full NxM constraint > > matrix. Some > > linear solvers I know of (not in R) have a sparse matrix input > > format. Are > > there any linear solvers in R that have a sparse matrix input format? > > (including the possibility of glpk, linprog, and lpSolve, in case I > > might > > have missed something in the documentation). Thanks! > > > > -- TMK -- > > 212-460-5430 home > > 917-656-5351 cell > > > > ______________________________________________ > > R-help@stat.math.ethz.ch 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. > > ______________________________________________ R-help@stat.math.ethz.ch 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.