Quote:
Originally Posted by Ether
Well it's not any of the above, but I generated solutions with MOSEK, Gurobi, OOQP, and XpressMP using the online NEOS solvers |
Just generated the solution using Windows version of stand-alone console app glpsol.exe from GLPK package available here:
http://sourceforge.net/projects/winglpk/
It 0.1 sec to generate the LP and solve it.
Still looking for any gurus who might be able to help with the syntax for
solving this using R.