Linear programming optimization problem involving linear regression

Project based on building linear regression models which involving as a main part of linear programming task.

Preffered algorithms used in project:

• lm.fit [building linear regression models for criterion and state variables]
• linprog [solving linear programming problem]

Installation

To run project from source, you should install next dependencies:

• Install Shiny.

> install.packages("shiny")

• Install Rglpk.

> install.packages("Rglpk")

• Install XLConnect and support XLConnectJars.

> install.packages("XLConnect")
> install.packages("XLConnectJars")

• Install modopt.matlab.

For installation you should have installed devtools.

> install_github("modopt.matlab", user="rhochreiter")

Warning ⚠️️

If you use macOS as primary system and you get a trouble to run a project or troubles with XLConnection package, install a legacy java v.1.6. It will help.

Please, follow through this guide withing accomplish.