The R-to-MOSEK optimization interface currently supports: Linear programming (LP), Quadratic and All-Quadratic programming (QP and QCQP), Second-Order Cone Programming (CQO and SOCP) and all the above with Mixed-Integer variables.
Keywords for this software
References in zbMATH (referenced in 5 articles )
Showing results 1 to 5 of 5.
- Matthew Pietrosanu, Jueyu Gao, Linglong Kong, Bei Jiang, Di Niu: cqrReg: An R Package for Quantile and Composite Quantile Regression and Variable Selection (2017) arXiv
- Roger Koenker; Jiaying Gu: REBayes: An R Package for Empirical Bayes Mixture Methods (2017)
- Bang, Sungwan; Eo, Soo-Heang; Cho, Yong Mee; Jhun, Myoungshic; Cho, HyungJun: Non-crossing weighted kernel quantile regression with right censored data (2016)
- Ravi Varadhan: Numerical Optimization in R: Beyond optim (2014)
- Roger Koenker and Ivan Mizera: Convex Optimization in R (2014)