Rcplex: R interface to CPLEX. R interface to CPLEX solvers for linear, quadratic, and (linear and quadratic) mixed integer programs. Support for quadratically constrained programming is available. A working installation of CPLEX is required for usage of the Rcplex package. See the file ”INSTALL” for details on how to install the Rcplex package in Linux/Unix-like systems and Windows systems. Support for sparse matrices is provided by an S3-style class ”simple_triplet_matrix” from package slam and by objects from the Matrix package class hierarchy.
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- Zubizarreta, José R.; Small, Dylan S.; Goyal, Neera K.; Lorch, Scott; Rosenbaum, Paul R.: Stronger instruments via integer programming in an observational study of late preterm birth outcomes (2013)