Timeline for Is there an R optimization package that can handle integer constraints and non-linear objective functions?
Current License: CC BY-SA 3.0
10 events
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| Feb 13, 2017 at 11:21 | history | edited | kjetil b halvorsen♦ | CC BY-SA 3.0 |
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| Jul 19, 2011 at 18:21 | vote | accept | Ram Ahluwalia | ||
| Jul 14, 2011 at 14:19 | comment | added | whuber♦ | @user603, in a deleted reply, has pointed out that this is likely a quadratic program (because that is what CPLEX does and, I would like to add, portfolio mean-variance optimization is usually formulated as a quadratic program). Usually one is much better off using optimizers written specifically for quadratic programs rather than with general-purpose nonlinear optimizers. That can help limit the search for packages. | |
| Jul 14, 2011 at 12:26 | answer | added | Dr G | timeline score: 2 | |
| Jul 14, 2011 at 11:22 | answer | added | Joshua Ulrich | timeline score: 4 | |
| Jul 14, 2011 at 10:35 | history | edited | chl | CC BY-SA 3.0 |
add link + title
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| Jul 14, 2011 at 6:33 | history | tweeted | twitter.com/#!/StackStats/status/91394962012372992 | ||
| Jul 14, 2011 at 5:54 | comment | added | Jeromy Anglim | Interesting question. Did (or do) you see anything relevant under the Optimisation CRAN Task View cran.r-project.org/web/views/Optimization.html | |
| Jul 14, 2011 at 5:42 | history | edited | Ram Ahluwalia | CC BY-SA 3.0 |
added 82 characters in body; edited tags
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| Jul 14, 2011 at 5:18 | history | asked | Ram Ahluwalia | CC BY-SA 3.0 |