Hi. I am aware of three different R packages for linear programming: glpk, linprog, lpSolve. From what I can tell, if there are N variables and M constraints, all these solvers require the full NxM constraint matrix. Some linear solvers I know of (not in R) have a sparse matrix input format. Are there any linear solvers in R that have a sparse matrix input format? (including the possibility of glpk, linprog, and lpSolve, in case I might have missed something in the documentation). Thanks! -- TMK -- 212-460-5430 home 917-656-5351 cell
roger koenker
2007-Mar-06 02:08 UTC
[R] Linear programming with sparse matrix input format?
If you can reformulate your LP as an L1 problem, which is known to be possible without loss of generality, but perhaps not without loss of sleep, then you could use the sparse quantile regression functions in the quantreg package. url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 On Mar 5, 2007, at 5:30 PM, Talbot Katz wrote:> Hi. > > I am aware of three different R packages for linear programming: glpk, > linprog, lpSolve. From what I can tell, if there are N variables > and M > constraints, all these solvers require the full NxM constraint > matrix. Some > linear solvers I know of (not in R) have a sparse matrix input > format. Are > there any linear solvers in R that have a sparse matrix input format? > (including the possibility of glpk, linprog, and lpSolve, in case I > might > have missed something in the documentation). Thanks! > > -- TMK -- > 212-460-5430 home > 917-656-5351 cell > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code.
Talbot Michael Katz
2007-Mar-06 03:59 UTC
[R] Linear programming with sparse matrix input format?
Thank you for the tip. Can quantreg actually handle mixed / integer programs? -- TMK -- 212-460-5430 home 917-656-5351 cell ----- Original Message ----- From: "roger koenker" <roger at ysidro.econ.uiuc.edu> To: "Talbot Katz" <topkatz at msn.com> Cc: "r-help" <R-help at stat.math.ethz.ch> Sent: Monday, March 05, 2007 9:08 PM Subject: Re: [R] Linear programming with sparse matrix input format?> If you can reformulate your LP as an L1 problem, which is known to be > possible without loss of generality, but perhaps not without loss of > sleep, > then you could use the sparse quantile regression functions in the > quantreg package. > > > url: www.econ.uiuc.edu/~roger Roger Koenker > email rkoenker at uiuc.edu Department of Economics > vox: 217-333-4558 University of Illinois > fax: 217-244-6678 Champaign, IL 61820 > > > On Mar 5, 2007, at 5:30 PM, Talbot Katz wrote: > > > Hi. > > > > I am aware of three different R packages for linear programming: glpk, > > linprog, lpSolve. From what I can tell, if there are N variables > > and M > > constraints, all these solvers require the full NxM constraint > > matrix. Some > > linear solvers I know of (not in R) have a sparse matrix input > > format. Are > > there any linear solvers in R that have a sparse matrix input format? > > (including the possibility of glpk, linprog, and lpSolve, in case I > > might > > have missed something in the documentation). Thanks! > > > > -- TMK -- > > 212-460-5430 home > > 917-656-5351 cell > > > > ______________________________________________ > > R-help at stat.math.ethz.ch mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide http://www.R-project.org/posting- > > guide.html > > and provide commented, minimal, self-contained, reproducible code. > >