Convex optimization is a large problem domain with many interesting new developments, and MOSEK is a particularly good implementation of many of these developments. It is quite easy to get R to speak to MOSEK via R.matlab -- i've been doing this recently for some work on density estimation, but given the commercial nature of MOSEK and most of the other convex optimization development efforts closer coordination seems unlikely. (I would be delighted to be proved wrong about this...)
url: www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 On Nov 14, 2007, at 9:31 AM, Galkowski, Jan wrote: > Recently, a package for convex optimization was announced for Python, > based upon the LP solver GLPK, the SDP solver > in DSDP5, and the LP and QP solvers in MOSEK. I'm aware GLPK is > available for R, but wondered if anyone had good > packages for convex optimization along these lines for R. > > TIA. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
