Description
R interface to CPLEX solvers for linear, quadratic, and (linear and quadratic) mixed integer programs. A working installation of CPLEX is required for usage of the Rcplex package. See the file "INSTALL" for details on how to install the Rcplex package in Linux/Unix-like systems and Windows systems. Support for sparse matrices is provided by an included S3-style class "simple_triplet_matrix" and by objects from the Matrix package class hierarchy.