Description
R interface to CPLEX solvers for linear, quadratic, and
(linear and quadratic) mixed integer programs. Support for
quadratically constrained programming is available. 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 S3-style
class "simple_triplet_matrix" from package slam and by objects
from the Matrix package class hierarchy.