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COIN OR Bridge and Solver
Explain the motivation for your coding project. What problem would it solve?
COIN-OR, the "Computational Infrastructure for Operations Research", is an initiative of the COIN-OR Foundation that provides open source software for the operations research community, especially in the area of optimization solvers. The COIN-OR Projects Web site provides links to celebrated optimization software projects,e.g., Ipopt, BONMIN, or Couenne, to name a few.
This project shall generate a procedure to make COIN-OR optimization software available for the R community, provide code to bridge to some of these solvers, and proof this concept by wrapping two solvers, preferably Ipopt and Couenne, into R packages ready to be published on CRAN.
What other R packages with similar functionality already exist? Why aren't they good enough?
There are two or three COIN-OR solvers that have been integrated with R, Symphony and CLC/CBC for example, but in general, it is still unclear how to do this efficiently for other solvers.
What exactly do you want your student to code in the 3-month deadline? What functions? What do they do? Docs? Tests? Vignettes?
The goal of this project is:
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to make available one or two of the COIN-OR solvers for the R optimization community, preferably Ipopt and one of the Mixed-Integer Non-Linear Programs (MINLP);
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to provide the necessary infrastructure to make it possible to more easily integrate other solvers in R;
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to describe a procedure and document it in a vignette or article to make integrating more solvers a straightforward task.
Mentors, please explain how this project will produce a useful package for the R community.
COIN-OR is a lively community that produces excellent software in optimization and operations research. To have an infrastructure and procedure to allow for integrating with R will be a great step forward. One minimal goal will be to have an R package that wraps the Ipopt solver for constraint optimization.
Students, please contact mentors below after completing at least one of the tests below.
- Hans W. Borchers [email protected] is the maintainer of the "Optimization and Mathematical Programming" CRAN Task View.
- To be found.
Students, please do one or more of the following tests before contacting the mentors above.
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Go to the COIN-OR project pages and download and install one or two solvers, e.g. Ipopt and /or Couenne, on two operating systems, Windows and one Linux OS.
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Solve several optimization test problems with the help of these installed solvers, writing the objective functions in C.
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Find Python and/or Julia packages that wrap COIN-OR solvers, find out how they integrate these solvers and solve the test problems within these environments.
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Look at R packages that wrap COIN-OR solvers (see above) and describe how they solve the infrastructure challenge of installing and integrating.
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Set up a simple R package that would be able to integrate such a solver.
Students, please post a link to your test results here.