modeling language for optimization problems
On Mon, 3 Oct 2005, roger bos wrote:
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.
Please tell us which R packages provide
- 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.'
and how you found them? I get
help.search("interior point")
...
rq.fit.fn(quantreg) Quantile Regression Fitting via Interior Point
Methods
rq.fit.fnb(quantreg) Quantile Regression Fitting via Interior Point
Methods
rq.fit.fnc(quantreg) Quantile Regression Fitting via Interior Point
Methods
help.search("convex programming")
No help files found with alias or concept or title matching 'convex programming' using fuzzy matching. ...
Thanks, Roger 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)?
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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______________________________________________ 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
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