Installing the R Package

To begin, you'll need to install the Gurobi package in R. The R command for doing this is:

install.packages('<R-package-file>')
The Gurobi R package file can be found in the <installdir>/R directory of your Gurobi installation (e.g., /opt/gurobi560/linux64/R for the 64-bit Linux version of Gurobi 5.6). You should browse the <installdir>/R directory to find the exact name of the file for your platform (the 64-bit Linux package is in file gurobi_5.6-0_R_x86_64-pc-linux-gnu.tar.gz, while the Windows package is in file gurobi_5.6-0.zip).

You will need to be careful that the R binary and the Gurobi package you install both use the same instruction set. For example, if you are using the 64-bit version of R, you'll need to install the 64-bit version of Gurobi, and the 64-bit Gurobi R package. This is particularly important on Windows systems, where the error messages that result from instruction set mismatches can be quite cryptic.

If you are using R from RStudio Server, and you get an error indicating that R is unable to load the Gurobi DLL or shared object, you may need to set the rsession-ld-library-path entry in the server config file. Please consult the RStudio documentation for more information.