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

Samuel E. Buttrey

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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.

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