Monday, 13:45 - 14:10 h, Room: H 1058

 

Stefan Theu├čl
ROI - R Optimization Infrastructure package

Coauthors: Kurt Hornik, David Meyer

 

Abstract:
Currently, R and a wide variety of contributed
packages on CRAN as well as other package repositories offer tools to
solve many different optimization problems (see the overview at cran.R-project.org/view=Optimization). However, the user interfaces to
available optimizers and the output, i.e., the format of the
returned solution, often differ considerably. It is not only the users
interested in R as an optimization tool, but also the
developers who need to handle different optimization problem classes
transparently and who are facing this lack of
standardization. Therefore, an integrative multi-purpose optimization
framework for R seems to be desirable.
In this talk we present the R Optimization Infrastructure
package ROI, an extensible framework
for modeling and solving linear as well as nonlinear (possibly
mixed-integer) optimization problems. Without the need to learn a
domain specific language ROI enables users to employ both, open
source and commercial solvers directly within R via
so-called plugin packages.

 

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

 

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