CRAN task view on "optimization and mathematical programming" shows the following packages for integer programming:
IP (Integer programming, 90C10): glpk, lpSolve, lpSolveAPI, Rcplex, Rglpk, Rsymphony MIP (Mixed integer programming and its variants MILP for LP and MIQP for QP, 90C11): glpk, lpSolve, lpSolveAPI, Rcplex, Rglpk, Rsymphony Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: rvarad...@jhmi.edu Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h tml ---------------------------------------------------------------------------- -------- -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Prof. John C Nash Sent: Friday, July 31, 2009 7:04 AM To: r-help@r-project.org Subject: Re: [R] constrained input for optimization algorithm As someone very involved with optim and its evolution I can say it is not at all suited to this sort of combinatoric optimization. I don't know if there are packages in R to help out -- it would be nice. If (this may be a big IF) your set of possible combinations is not too large, combn() generates the C(n,r) combinations and, assuming the function is not too expensive to compute, one can use enumeration and be certain of having the optimum. choose(60,5) shows about 5.5 million sets. A bit tedious, but likely doable over lunchtime. But choose(600,5) is >600 billion, and probably too heavy. John Nash >From: Zhi Xie <xie...@gmail.com> >It seems that optimization algorithm, optim, tries to find optimized >parameters within defined lower and upper bounds. In my problem, all >the parameters are integers. My question is that if there is any means >that I can let "optim" only tries mutual exclusive integers. To be >specific, I am giving an example here. >I tried to find a set parameters with five elements with the lowest >value for the cost function. The parameter set that "optim" returned >is "5, 5, 49, 51, 51". However, I only wanted to search unique >parameter values, such as "5, 6, 49, 50, 51". ______________________________________________ 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.