SCIP
This is an R interface to the SCIP Optimization
Suite.
SCIP is one of the fastest non-commercial
solvers for mixed integer programming (MIP) and mixed integer nonlinear
programming (MINLP). It is also a framework for constraint integer
programming and branch-cut-and-price. It allows for total control of the
solution process and the access of detailed information down to the guts
of the solver.
Installation
Install the released version from CRAN:
install.packages("scip")Or install the development version from GitHub:
# install.packages("pak")
pak::pak("bnaras/scip")Usage
Refer to the vignettes for examples. However, one of the easiest way to
use this and many other solvers is via CVXR
(version 1.8.2 and higher).
License
Apache License 2.0