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# taken from
put_option_pricer_arma <- armacmp(function(s = type_colvec(),
                                           k = type_scalar_numeric(),
                                           r = type_scalar_numeric(),
                                           y = type_scalar_numeric(),
                                           t = type_scalar_numeric(),
                                           sigma = type_scalar_numeric()) {
a <- Matrix::sparseVector(1:2, i = 1:2, length = 2)
b <- Matrix::sparseVector(1:2, i = 1:2, length = 2)
class(a * b)
#> [1] "dsparseVector"
#> attr(,"package")
#> [1] "Matrix"
class(a / b) # bug? numeric instead of sparseVector
#> [1] "numeric"
splice_df <- function(x, ...) {
  expr <- rlang::enquo(x)
  cols <- lapply(rlang::ensyms(..., .named = TRUE), as.character)
  lapply(cols, function(col_name) {
    rlang::quo(`[[`(!!expr, !!col_name))
View rhxl-hdx.R
# this is just a script to test the rhxl package, I just quickly looked at the data
# Ethiopia Who is doing What Where - 3W December 2017
# source:
url <- ""
# load the rhxl package
download.file(url, "file.xlsx")
View lm_tf.R
# Linear regression with tensorflow and R
# Y = X * beta + epsilon
# =>
# beta = (X'X)^-1X'y
# first we build the computational graph
X <- tf$placeholder(tf$float64, name = "X")
View benchmark-tsp.R
# There are essential two prominent ways to model a TSP as a MILP. One is to formulate the full model using the Miller–Tucker–Zemlin (MTZ) formulation and the other option is to use the so-called sub-tour elimination constraints .[1](
# The first formulation is fairly compact (quadratic many constraints and variables) but is not suitable anymore when n gets larger. The second formulation has exponential many constraints at most, but can solve larger TSPs due to the better LP relaxation. The idea of the latter approach is add constraints to the model *during* the solution process as soon as a solution was found that contains a sub-tour. For solution strategies like this solvers usually offer callbacks that let's you modify the model during the the branch-and-cut process - this is however not currently supported by `ompr`.
# Therefor we will use the MTZ formulation and solve a fairly small TSP.
View 4-color-world.R
# based on a article from here
# devtools::install_github("dirkschumacher/ompr@milp")
# CC by
map_data <- rgdal::readOGR("", "OGRGeoJSON")

This vignettes discribes the modelling techniques available in ompr to make your life easier when developing a mixed integer programming model.

A MILP Model

You can think of a MIP Model as a big constraint maxtrix and a set of vectors. But you can also think of it as a set of decision variables, an objective function and a number of constraints as equations/inequalities. ompr implements the latter approach.

View ompr-benchmark.R
# based on the formulation from here
# devtools::install_github("dirkschumacher/ompr@milp")
max_colors <- 10
n <- 100
# variables n * max_colors
View 4-color-berlin.R
# based on a article from here
# CC by
# license here
map_data <- rgdal::readOGR("", "OGRGeoJSON")
# this gives as an adjancy list
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