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ROI (version 0.2-1)

R Optimization Infrastructure

Description

The R Optimization Infrastructure (ROI) is a sophisticated framework for handling optimization problems in R.

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Version

Install

install.packages('ROI')

Monthly Downloads

8,369

Version

0.2-1

License

GPL-3

Maintainer

Stefan Theussl

Last Published

June 18th, 2016

Functions in ROI (0.2-1)

bounds (Set/Get)

Bounds - Accessor and Mutator Functions
as.L_term

Coerce an object to type "L_term".
equal

Compare two Objects
as.Q_term

Coerce an object to type "Q_term".
constraints

Extract constraints
nlminb2

Nonlinear programming with nonlinear constraints.
NO_constraint

Class: "NO_constraint"
F_objective

General (Nonlinear) Objective Function
J

Extract Jacobian Information
G

Extract Gradient information
objective

Extract Objective Functions
rbind.constraint

Linear Constraints
ROI_options

ROI Options
OP

Optimization Problem Constructor
.ROI_plugin_canonicalize_solution

Canonicalize Solution
bound (Constructors)

bound
constraint (Constructors)

constraint
.ROI_plugin_get_solver_name

Get Solver Name
ROI_applicable_solvers

Obtain Applicable Solvers
.ROI_plugin_add_status_code_to_db

Add Status Code to the Status Database
solution

Extract Solution
.ROI_plugin_register_solver_method

Register Solver Method
ROI_registered_solvers

Solver Tools
types

Extract Objective Variable Types
US30

Monthly return data for 30 of the largest US stocks
ROI_solve

Solve an Optimization Problem
vech

Half-Vectorization
.ROI_plugin_make_signature

Make Signatures
V_bound

Objective Variable Bounds
.ROI_plugin_register_solver_control

Register Solver Controls