Monday, 13:15 - 13:40 h, Room: H 1058

 

Henrik Friberg
The R-to-MOSEK optimization interface

 

Abstract:
The Rmosek package enables the solution of large-scale optimization problems from within the R environment. Linear, quadratic and second-order cone optimization with/without integer variables are fully supported via an intuitive, and yet effective, interface to the optimizers of MOSEK. This talk will introduce the package and show it modeling and optimization abilities.

 

Talk 1 of the invited session Mon.2.H 1058
"Optimization tools for R" [...]
Cluster 10
"Implementations & software" [...]

 

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