I agree that calling another application many times is usually not a great idea. In this case, with the help of AIMMS Support, I have been able to translate the code I made in R into AIMMS. No need for calling R anymore now. In my case it wasn’t possible to call the application just once at the
Source: Re: [AIMMS] Re: Rlink and Memory Usage: How to stop RLink from eating up all my memory