[R] Stoch Prog in R

[Ravi Varadhan]

There is nothing in R that I know of.  The task view on optimization shows `stoprog', but it is not available on CRAN.

One obvious reason, that I can think of, for the lack of any packages, is that the word "stochastic" is too broad.  One needs to know more precisely how randomness enters into standard LP problems in order to write a solution algorithm.  Are the coefficients random or is the R.H.S. random?  How are they distributed? .  General-purpose stochastic LP packages would be challenging to conceptualize and design.  

Ravi. 

____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- Original Message -----
From: Sudhakar Achath <s.m.achath at gmail.com>
Date: Monday, July 5, 2010 5:58 am
Subject: [R] Stoch Prog in R
To: r-help at r-project.org


> Can you please let know if there are any packages for
>  stochastic linear programming (SLP) in R?
>  
>  Thanks in advance
>  
>  Sudhakar Achath
>  
>  ______________________________________________
>  R-help at r-project.org mailing list
>  
>  PLEASE do read the posting guide 
>  and provide commented, minimal, self-contained, reproducible code.