[R] Linear programming with sparse matrix input format?

[roger koenker]

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   rkoenker at uiuc.edu                       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 at 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.