Package: ROI 1.0-0
Stefan Theussl
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/>.
Authors:
ROI_1.0-0.tar.gz
ROI_1.0-0.zip(r-4.5)ROI_1.0-0.zip(r-4.4)ROI_1.0-0.zip(r-4.3)
ROI_1.0-0.tgz(r-4.4-any)ROI_1.0-0.tgz(r-4.3-any)
ROI_1.0-0.tar.gz(r-4.5-noble)ROI_1.0-0.tar.gz(r-4.4-noble)
ROI_1.0-0.tgz(r-4.4-emscripten)ROI_1.0-0.tgz(r-4.3-emscripten)
ROI.pdf |ROI.html✨
ROI/json (API)
| # Install 'ROI' in R: |
| install.packages('ROI', repos = c('https://r-forge.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://r-forge.r-project.org/projects/roi
- US30 - Monthly return data for 30 of the largest US stocks
Last updated 2 years agofrom:f089cbe8d2. Checks:OK: 3 NOTE: 4. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 09 2024 |
| R-4.5-win | NOTE | Nov 09 2024 |
| R-4.5-linux | NOTE | Nov 09 2024 |
| R-4.4-win | NOTE | Nov 09 2024 |
| R-4.4-mac | NOTE | Nov 09 2024 |
| R-4.3-win | OK | Nov 09 2024 |
| R-4.3-mac | OK | Nov 09 2024 |
Exports:as.C_constraintas.constraintas.F_constraintas.F_objectiveas.L_constraintas.L_objectiveas.L_termas.NO_constraintas.objectiveas.OPas.Q_constraintas.Q_objectiveas.Q_termas.V_boundboundsbounds<-C_constraintconstraintsconstraints<-eqequalF_constraintF_objectiveGgeqis.boundis.C_constraintis.constraintis.default_boundis.F_constraintis.L_constraintis.NO_constraintis.Q_constraintis.V_boundJK_expdK_exppK_linK_powdK_powpK_psdK_socK_zeroL_constraintL_objectiveleqmaximummaximum<-NO_constraintobjectiveobjective<-OPOP_signatureQ_constraintQ_objectiveROI_applicable_solversROI_available_solversROI_installed_solversROI_optionsROI_plugin_add_status_code_to_dbROI_plugin_build_equality_constraintsROI_plugin_build_inequality_constraintsROI_plugin_canonicalize_solutionROI_plugin_get_solver_nameROI_plugin_make_signatureROI_plugin_register_readerROI_plugin_register_reformulationROI_plugin_register_solver_controlROI_plugin_register_solver_methodROI_plugin_register_writerROI_plugin_solution_auxROI_plugin_solution_dualROI_plugin_solution_msgROI_plugin_solution_objvalROI_plugin_solution_primROI_plugin_solution_psdROI_plugin_solution_statusROI_plugin_solution_status_codeROI_readROI_reformulateROI_registered_readerROI_registered_reformulationsROI_registered_solver_controlROI_registered_solversROI_registered_writerROI_solveROI_solver_signatureROI_writesolutiontypestypes<-V_boundvech
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Canonicalize the Linear Term | as.L_term |
| Canonicalize the Quadraric Term | as.Q_term as.Q_term.list as.Q_term.matrix as.Q_term.NULL as.Q_term.numeric as.Q_term.simple_triplet_matrix |
| bound | bound (Constructors) c.bound is.bound |
| Bounds - Accessor and Mutator Functions | bounds bounds (Set/Get) bounds.OP bounds<- |
| Conic Constraints | as.C_constraint C_constraint is.C_constraint length.C_constraint terms.C_constraint variable.names.C_constraint |
| constraint | as.constraint c.constraint constraint (Constructors) dim.constraint is.constraint |
| Replicate '"=="', '">="' and '"<="' Signs | constraint directions eq geq leq |
| Constraints - Accessor and Mutator Functions | constraints constraints (Set/Get) constraints.OP constraints<- |
| Compare two Objects | equal equal.character equal.integer equal.list equal.logical equal.L_constraint equal.NULL equal.numeric equal.Q_constraint equal.simple_triplet_matrix equal.V_bound |
| Function Constraints | as.F_constraint as.F_constraint.constraint as.F_constraint.NO_constraint as.F_constraint.NULL F_constraint is.F_constraint terms.F_constraint variable.names.F_constraint |
| General (Nonlinear) Objective Function | as.F_objective F_objective terms.F_objective variable.names.F_objective |
| Extract Gradient information | G |
| Check for default bounds | is.default_bound |
| Extract Jacobian Information | J J.L_constraint J.Q_constraint |
| Cone Constructors | K_expd K_expp K_lin K_powd K_powp K_psd K_soc K_zero |
| Linear Constraints | as.L_constraint is.L_constraint length.L_constraint L_constraint terms.L_constraint variable.names.L_constraint |
| Linear Objective Function | as.L_objective L_objective terms.L_objective variable.names.L_objective |
| Maximum - Accessor and Mutator Functions | maximum maximum (Set/Get) maximum<- |
| Nonlinear programming with nonlinear constraints. | nlminb2 |
| Class: '"NO_constraint"' | as.NO_constraint is.NO_constraint NO_constraint |
| Objective - Accessor and Mutator Functions | as.objective objective objective (Set/Get) objective<- |
| Optimization Problem Constructor | as.OP OP |
| Optimization Problem Signature | OP_signature |
| Quadratic Constraints | as.Q_constraint is.Q_constraint length.Q_constraint Q_constraint terms.Q_constraint variable.names.Q_constraint |
| Quadratic Objective Function | as.Q_objective Q_objective terms.Q_objective variable.names.Q_objective |
| Combine Constraints | rbind.constraint |
| Obtain Applicable Solvers | ROI_applicable_solvers |
| Available Solvers | ROI_available_solvers |
| ROI Options | ROI_options |
| Add Status Code to the Status Database | ROI_plugin_add_status_code_to_db |
| Build Functional Equality Constraints | ROI_plugin_build_equality_constraints |
| Build Functional Inequality Constraints | ROI_plugin_build_inequality_constraints |
| Canonicalize Solution | ROI_plugin_canonicalize_solution |
| Get Solver Name | ROI_plugin_get_solver_name |
| Make Signatures | ROI_plugin_make_signature |
| Register Reader / Writer Method | ROI_plugin_register_reader ROI_plugin_register_reader_writer ROI_plugin_register_writer |
| Register Reformulation Method | ROI_plugin_register_reformulation |
| Register Solver Controls | ROI_plugin_register_solver_control |
| Register Solver Method | ROI_plugin_register_solver_method |
| Extract solution from the solver. | ROI_plugin_solution_aux ROI_plugin_solution_dual ROI_plugin_solution_msg ROI_plugin_solution_objval ROI_plugin_solution_prim ROI_plugin_solution_prim.OP_solution ROI_plugin_solution_prim.OP_solution_set ROI_plugin_solution_psd ROI_plugin_solution_status ROI_plugin_solution_status_code |
| Read Optimization Problems | ROI_read |
| Reformulate a Optimization Problem | ROI_reformulate |
| List Registered Reader | ROI_registered_reader |
| Registered Reformulations | ROI_registered_reformulations |
| Registered Solver Controls | ROI_registered_solver_control |
| Solver Tools | ROI_installed_solvers ROI_registered_solvers |
| Write Optimization Problems | ROI_registered_writer |
| Solve an Optimization Problem | ROI_solve |
| Obtain Solver Signature | ROI_solver_signature |
| Write Optimization Problems | ROI_write |
| Extract Solution | solution |
| Types - Accessor and Mutator Functions | types types (Set/Get) types<- |
| Monthly return data for 30 of the largest US stocks | US30 |
| Objective Variable Bounds | as.V_bound is.V_bound V_bound |
| Half-Vectorization | vech |
