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optiSolve: Linear, Quadratic, and Rational Optimization

Solver for linear, quadratic, and rational programs with linear, quadratic, and rational constraints. A unified interface to different R packages is provided. Optimization problems are transformed into equivalent formulations and solved by the respective package. For example, quadratic programming problems with linear, quadratic and rational constraints can be solved by augmented Lagrangian minimization using package 'alabama', or by sequential quadratic programming using solver 'slsqp'. Alternatively, they can be reformulated as optimization problems with second order cone constraints and solved with package 'cccp'.

Version: 1.0
Depends: R (≥ 3.4)
Imports: Matrix, shapes, alabama, cccp, nloptr, MASS, methods, plyr, stringr, stats, Rcpp (≥ 0.12.4)
Published: 2021-10-13
DOI: 10.32614/CRAN.package.optiSolve
Author: Robin Wellmann
Maintainer: Robin Wellmann <r.wellmann at uni-hohenheim.de>
License: GPL-2
NeedsCompilation: no
CRAN checks: optiSolve results

Documentation:

Reference manual: optiSolve.pdf

Downloads:

Package source: optiSolve_1.0.tar.gz
Windows binaries: r-devel: optiSolve_1.0.zip, r-release: optiSolve_1.0.zip, r-oldrel: optiSolve_1.0.zip
macOS binaries: r-release (arm64): optiSolve_1.0.tgz, r-oldrel (arm64): optiSolve_1.0.tgz, r-release (x86_64): optiSolve_1.0.tgz, r-oldrel (x86_64): optiSolve_1.0.tgz
Old sources: optiSolve archive

Reverse dependencies:

Reverse imports: optiSel

Linking:

Please use the canonical form https://CRAN.R-project.org/package=optiSolve to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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