modeling language for optimization problems

Have you looked at the R interface to GLPK (the GNU Linear Programming Kit)?
http://cran.r-project.org/src/contrib/Descriptions/glpk.html

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.

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

 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

        [[alternative HTML version deleted]]

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.

- 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.'

help.search("interior point")

help.search("convex programming")

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)?

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

	[[alternative HTML version deleted]]