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Calling the lp_solve Linear Program Software from R, S-PLUS and Excel

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  • Buttrey, Samuel E.

Abstract

We present a link that allows R, S-PLUS and Excel to call the functions in the lp_solve system. lp_solve is free software (licensed under the GNU Lesser GPL) that solves linear and mixed integer linear programs of moderate size (on the order of 10,000 variables and 50,000 constraints). R does not include this ability (though two add-on packages offer linear programs without integer variables), while S-PLUS users need to pay extra for the NuOPT library in order to solve these problems. Our link manages the interface between these statistical packages and lp_solve. Excel has a built-in add-in named Solver that is capable of solving mixed integer programs, but only with fewer than 200 variables. This link allows Excel users to handle substantially larger problems at no extra cost. While our primary concern has been the Windows operating system, the package has been tested on some Unix-type systems as well.

Suggested Citation

  • Buttrey, Samuel E., 2005. "Calling the lp_solve Linear Program Software from R, S-PLUS and Excel," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 14(i04).
    • Handle: RePEc:jss:jstsof:v:014:i04
    DOI: http://hdl.handle.net/10.18637/jss.v014.i04
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    1. repec:jss:jstsof:14:i12 is not listed on IDEAS
    2. Kaiyatsa, Stevier & Schneider, Kate R. & Masters, William A., 2021. "Missing prices in CPI data reflect both seasonal availability and random omissions: Evidence from a novel survey of market informants in Malawi," 2021 Annual Meeting, August 1-3, Austin, Texas 313972, Agricultural and Applied Economics Association.
    3. Hornik, Kurt, 2005. "A CLUE for CLUster Ensembles," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 14(i12).

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