[R] R- NLP on R but ....

[Hans W Borchers]

Rahul Varshney <itsrahulvarshney <at> gmail.com> writes:

> 
> I'll appreciate the help on the following problem:
> 
> I solved many Nonlinear programming problems with nonlinear
> constraints....Rdonlp is working well but i am unable to get INTEGER data
> with nonlinear constraints in Rdonlp. Is it possible to get Integer Values
> of parameters in any package of R with nonlinear constraints.


If I understand you correctly, you have mixed types of variables, continuous and
integer (or binary?) ones, a non-linear (how much?) objective function and
non-linear constraints (what kind?). 

Then your problem appears to be of MINLP-NL type and the short answer to your
question is: No, there is no package providing such a solver.

In the task Optimization view, under 'MIP' for "mixed integer programs" you will
find lpsolve, Rglpk, or Rsymphony which are all linear solvers. (R)CPLEX can
solve more general problems, but is commercial (and expensive).

There is small hope that in the future free MIP solvers will be integrated as R
packages, for instance from the COIN-OR initiative.

--Hans Werner


> Rahul
> 
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