SCIP

This is an R interface to the SCIP Optimization Suite.
SCIP is one of the fastest non-commercial solvers for mixed integer programming (MIP) and mixed integer nonlinear programming (MINLP). It is also a framework for constraint integer programming and branch-cut-and-price. It allows for total control of the solution process and the access of detailed information down to the guts of the solver.

Installation

Install the released version from CRAN:

install.packages("scip")

Or install the development version from GitHub:

# install.packages("pak")
pak::pak("bnaras/scip")

Usage

Refer to the vignettes for examples. However, one of the easiest way to use this and many other solvers is via CVXR (version 1.8.2 and higher).

License

Apache License 2.0