R Interface to CPLEX

R interface to CPLEX solvers for linear, quadratic, and (linear and quadratic) mixed integer programs. Support for quadratically constrained programming is available. See the file "INSTALL" for details on how to install the Rcplex package in Linux/Unix-like and Windows systems. Support for sparse matrices is provided by an S3-style class "simple_triplet_matrix" from package slam and by objects from the Matrix package class hierarchy.


News

Changes in 0.3-3:

o New maintainer. QCP officially supported and exported. Tested with the IBM ILOG CPLEX Community Edition 12.6.3.

Changes in 0.3-0:

o QCP support (not yet exported from NAMESPACE). Fixed configure script to support CPLEX_BIN environment variable upon installation.

Changes in 0.2-3:

o NEWS file now compatible with default R news reader.

Changes in 0.2-2:

o S3 sparse matrix class now available in package 'slam'.

Changes in 0.2-1:

o Added support for finding alternative optima.

Changes in 0.1-4:

o Added option to enforce rounding of integer variables in MIPs.

Changes in 0.1-3:

o Added support for Microsoft.

Changes in 0.1-2:

o Added simple_triplet_matrix class from relations package to support sparse Matrices.

Changes in 0.1-1:

o First version: support for linear and quadratic, continuous and mixed-integer programs. Only Linux supported.

Reference manual

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install.packages("Rcplex")

0.3-3 by Stefan Theussl, 4 years ago


http://R-Forge.R-project.org/projects/rcplex


Browse source code at https://github.com/cran/Rcplex


Authors: Hector Corrada Bravo [aut] , Kurt Hornik [ctb] , Stefan Theussl [aut, cre]


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


LGPL (>= 2.0) license


Imports methods

Depends on slam

Enhances Matrix

System requirements: IBM ILOG CPLEX libraries and headers


Imported by ROI.plugin.cplex.

Suggested by CVXR, otinference.

Enhanced by designmatch, relations, sbw.


See at CRAN