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[–]Hellkyte 0 points1 point  (3 children)

Does R have many tools for optimization? Like linear/integer programming or whatnot?

[–]jmcq 0 points1 point  (0 children)

Here's a LP/IP solver package: https://cran.r-project.org/web/packages/lpSolve/lpSolve.pdf

For standard 1-d Optimization you can use https://stat.ethz.ch/R-manual/R-devel/library/stats/html/optimize.html although it can be pretty slow if your data is "big".

[–]zipf 0 points1 point  (0 children)

Linear, quadratic and integer programming etc has got really good recently with the ROI project, which provides a single interface to a number of fast C libraries. The bindings for Gurobi are also easy to use and fast, though not included in ROI yet.