ROI

The R Optimization Infrastructure (ROI) package provides an extensible infrastructure to model linear, quadratic, conic and general nonlinear optimization problems in a consistent way.

library(ROI)

Furthermore, the infrastructure administers many different solvers, reformulations, problem collections and functions to read and write optimization problems in various formats.

Extensions

ROI provides the modeling capabilities and manages the plugins, the plugins add the solvers to ROI.

Plugins

plugins <- ROI_available_solvers()[,c("Package", "Repository")]
plugins <- aggregate(Repository ~ Package,  data = plugins,
                     FUN = paste, collapse = ", ")
knitr::kable(plugins, row.names = TRUE)

	Package	Repository
1	ROI.plugin.alabama	https://CRAN.R-project.org, https://gitlab.com/roigrp/solver
2	ROI.plugin.cbc	https://github.com/dirkschumacher
3	ROI.plugin.cccp	https://gitlab.com/roigrp/solver
4	ROI.plugin.clp	https://github.com/datastorm-open
5	ROI.plugin.cplex	https://CRAN.R-project.org
6	ROI.plugin.deoptim	https://CRAN.R-project.org, https://gitlab.com/roigrp/solver
7	ROI.plugin.ecos	https://CRAN.R-project.org, https://gitlab.com/roigrp/solver
8	ROI.plugin.glpk	https://CRAN.R-project.org
9	ROI.plugin.highs	https://CRAN.R-project.org, https://gitlab.com/roigrp/solver
10	ROI.plugin.ipop	https://CRAN.R-project.org
11	ROI.plugin.lpsolve	https://CRAN.R-project.org, https://gitlab.com/roigrp/solver
12	ROI.plugin.mosek	https://gitlab.com/roigrp/solver
13	ROI.plugin.msbinlp	https://CRAN.R-project.org, https://gitlab.com/roigrp/solver
14	ROI.plugin.neos	https://CRAN.R-project.org, https://gitlab.com/roigrp/solver
15	ROI.plugin.nloptr	https://CRAN.R-project.org, https://gitlab.com/roigrp/solver
16	ROI.plugin.optimx	https://CRAN.R-project.org, https://gitlab.com/roigrp/solver
17	ROI.plugin.osqp	https://CRAN.R-project.org, https://gitlab.com/roigrp/solver
18	ROI.plugin.qpoases	https://CRAN.R-project.org, https://gitlab.com/roigrp/solver
19	ROI.plugin.quadprog	https://CRAN.R-project.org, https://gitlab.com/roigrp/solver
20	ROI.plugin.scs	https://CRAN.R-project.org, https://gitlab.com/roigrp/solver
21	ROI.plugin.symphony	https://CRAN.R-project.org, https://gitlab.com/roigrp/solver

Models

Installation

The Installation page contains information to assist with the installation of ROI and its companion packages.

Additional resources

Additional to this web page there exist several resources:

Contribute

There are several possible ways to contribute to the ROI project.

Since ROI was designed to allow decentralized development anyone is free and invited to extend ROI by creating a new plugin or model collection.
The source code of this page is stored on Gitlab modifications to this page can be suggested by raising an issue or creating a pull request.
If you find ROI useful we would be happy to add your particular use case to the Use Cases page. To do so you can again raise and issue or create a pull request on Gitlab. The use case should be either written in Sweave, knitr or R Markdown and contain an author and a license (e.g. GNU General Public License version 3).

Citation

Theußl, S., Schwendinger, F., & Hornik, K. (2020). ROI: An Extensible R Optimization Infrastructure. Journal of Statistical Software, 94(15), 1–64. https://doi.org/10.18637/jss.v094.i15

@article{JSSv094i15,
  title   = {ROI: An Extensible R Optimization Infrastructure},
  volume  = {94},
  url     = {https://www.jstatsoft.org/index.php/jss/article/view/v094i15},
  doi     = {10.18637/jss.v094.i15},
  number  = {15},
  journal = {Journal of Statistical Software},
  author  = {Theußl, Stefan and Schwendinger, Florian and Hornik, Kurt},
  year    = {2020},
  pages   = {1–64}
}

ROI - R Optimization Infrastructure

ROI