Small/Large Sample Portfolio Optimization R package PortfolioOptim version 1.1.1 CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance) Two functions for financial portfolio optimization by linear programming are provided. One function implements Benders decomposition algorithm and can be used for very large data sets. The other, applicable for moderate sample sizes, finds optimal portfolio which has the smallest distance to a given benchmark portfolio. Software Depends: R (>= 3.3.0) Imports: Rsymphony Suggests: mvtnorm, Rglpk, testthat Andrzej Palczewski <A.Palczewski@mimuw.edu.pl> Comprehensive R Archive Network (CRAN) Andrzej Palczewski [aut, cre], Aleksandra Dabrowska [ctb] GNU General Public License version 3 2019-02-07 application/tgz https://CRAN.R-project.org/package=PortfolioOptim doi:10.32614/CRAN.package.PortfolioOptim