[R] modeling language for optimization problems

[Douglas Bates]

On 10/3/05, roger bos <roger.bos at gmail.com> 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 <ripley at stats.ox.ac.uk> 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: r-help-bounces at stat.math.ethz.ch
> > > [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Prof Brian Ripley
> > > Sent: Sunday, October 02, 2005 10:38 AM
> > > To: Paolo Cavatore
> > > Cc: r-help at stat.math.ethz.ch
> > > 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, ripley at stats.ox.ac.uk
> > 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
> >
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