ROI solver that is applicable for a general objective function (F_objective) and binary variables

Asked Dec 06 '21 at 18:03

Active Dec 06 '21 at 20:16

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Is there any ROI solver in R that is applicable for a general (nonlinear) objective function (F_objective) and binary variables?

edited Dec 06 '21 at 20:16

asked Dec 06 '21 at 18:03

Alex

check to see if the lpSolve package gives you what you are looking for – Jim Dec 06 '21 at 19:43
1

@Jim no that is for linear models only. – Erwin Kalvelagen Dec 07 '21 at 07:19

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