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ROI

R Optimization Infrastructure

The R Optimization Infrastructure ('ROI') <doi:10.18637/jss.v094.i15> is a sophisticated framework for handling optimization problems in R. Additional information can be found on the 'ROI' homepage <http://roi.r-forge.r-project.org/>.

Functions (55)

Bounds_Accessor_Mutator

Bounds - Accessor and Mutator Functions

C_constraint

Conic Constraints

F_constraint

Function Constraints

F_objective

General (Nonlinear) Objective Function

Extract Gradient information

Extract Jacobian Information

L_constraint

Linear Constraints

L_objective

Linear Objective Function

NO_constraint

Class: "NO_constraint"

Optimization Problem Constructor

OP_signature

Optimization Problem Signature

Q_constraint

Quadratic Constraints

Q_objective

Quadratic Objective Function

ROI_applicable_solvers

Obtain Applicable Solvers

ROI_available_solvers

Available Solvers

ROI_bound

bound

ROI_constraint

constraint

ROI_options

ROI Options

ROI_plugin_add_status_code_to_db

Add Status Code to the Status Database

ROI_plugin_build_equality_constraints

Build Functional Equality Constraints

ROI_plugin_build_inequality_constraints

Build Functional Inequality Constraints

ROI_plugin_canonicalize_solution

Canonicalize Solution

ROI_plugin_get_solver_name

Get Solver Name

ROI_plugin_make_signature

Make Signatures

ROI_plugin_register_reader_writer

ROI_plugin_register_reformulation

ROI_plugin_register_solver_control

ROI_plugin_register_solver_method

ROI_plugin_solution

Extract solution from the solver.

ROI_read

Read Optimization Problems

ROI_reformulate

Reformulate a Optimization Problem

ROI_registered_reader

List Registered Reader

ROI_registered_reformulations

Registered Reformulations

ROI_registered_solver_control

Registered Solver Controls

ROI_registered_solvers

Solver Tools

ROI_registered_writer

Write Optimization Problems

ROI_solve

Solve an Optimization Problem

ROI_solver_signature

Obtain Solver Signature

ROI_write

Write Optimization Problems

US30

Monthly return data for 30 of the largest US stocks

V_bound

Objective Variable Bounds

as.L_term

Canonicalize the Linear Term

as.Q_term

Canonicalize the Quadraric Term

cone

Cone Constructors

constraints

Constraints - Accessor and Mutator Functions

equal

Compare two Objects

is.default_bound

Check for default bounds

maximum

Maximum - Accessor and Mutator Functions

nlminb2

Nonlinear programming with nonlinear constraints.

objective

Objective - Accessor and Mutator Functions

rbind.constraint

Combine Constraints

signs

Replicate "==", ">=" and "<=" Signs

solution

Extract Solution

types

Types - Accessor and Mutator Functions

vech

Half-Vectorization

ROI

R Optimization Infrastructure

v1.0-0

GPL-3

Authors

Kurt Hornik [aut], David Meyer [aut], Florian Schwendinger [aut], Stefan Theussl [aut, cre], Diethelm Wuertz [ctb]

Initial release

ROI

Functions (55)

ROI

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