[R] Linear programming with sparse matrix input format?
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 -- 212-460-5430home 917-656-5351cell __ 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.
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/~rogerRoger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:217-244-6678Champaign, 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.
Re: [R] Linear programming with sparse matrix input format?
Thank you for the tip. Can quantreg actually handle mixed / integer programs? -- TMK -- 212-460-5430home 917-656-5351cell - 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/~rogerRoger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:217-244-6678Champaign, 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.
