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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
Version
0.2-1
0.1-0
0.0-7
0.0-6
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Install
install.packages('ROI')
Monthly Downloads
5,533
Version
0.2-1
License
GPL-3
Maintainer
Stefan Theussl
Last Published
June 18th, 2016
Functions in ROI (0.2-1)
Search functions
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