The project "Integer and Nonlinear Optimization in R (RINO)" provides the packages Rbonmin and Rlago which are interfaces to the corresponding MINP solvers. A typical application is portfolio optimization.

• Development Status: 1 - Planning
• Intended Audience: End Users/Desktop
• License: GNU General Public License (GPL)
• Natural Language: English, German
• Operating System: Linux
• Programming Language: C/C++, R
• Topic: Integer Programming, Nonlinear Programming, Quadratic Programming

To install packages directly within R type install.packages("packagename",repos="http://R-Forge.R-project.org")