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nloptr

R Interface to NLopt

Solve optimization problems using an R interface to NLopt. NLopt is a free/open-source library for nonlinear optimization, providing a common interface for a number of different free optimization routines available online as well as original implementations of various other algorithms. See <http://ab-initio.mit.edu/wiki/index.php/NLopt_Introduction> for more information on the available algorithms. During installation of nloptr on Unix-based systems, the installer checks whether the NLopt library is installed on the system. If the NLopt library cannot be found, the code is compiled using the NLopt source included in the nloptr package.

Functions (26)

auglag

Augmented Lagrangian Algorithm

bobyqa

Bound Optimization by Quadratic Approximation

ccsaq

Conservative Convex Separable Approximation with Affine Approximation plus Quadratic Penalty

check.derivatives

Check analytic gradients of a function using finite difference approximations

cobyla

Constrained Optimization by Linear Approximations

crs2lm

Controlled Random Search

direct

DIviding RECTangles Algorithm for Global Optimization

is.nloptr

R interface to NLopt

isres

Improved Stochastic Ranking Evolution Strategy

lbfgs

Low-storage BFGS

mlsl

Multi-level Single-linkage

mma

Method of Moving Asymptotes

neldermead

Nelder-Mead Simplex

newuoa

New Unconstrained Optimization with quadratic Approximation

nl.grad

Numerical Gradients and Jacobians

nl.opts

Setting NL Options

nloptr

R interface to NLopt

nloptr-package

R interface to NLopt

nloptr.get.default.options

Return a data.frame with all the options that can be supplied to nloptr.

nloptr.print.options

Print description of nloptr options

print.nloptr

Print results after running nloptr

sbplx

Subplex Algorithm

slsqp

Sequential Quadratic Programming (SQP)

stogo

Stochastic Global Optimization

tnewton

Preconditioned Truncated Newton

varmetric

Shifted Limited-memory Variable-metric

nloptr

R Interface to NLopt

v1.2.2.2

LGPL-3

Authors

Jelmer Ypma [aut, cre], Steven G. Johnson [aut] (author of the NLopt C library), Hans W. Borchers [ctb], Dirk Eddelbuettel [ctb], Brian Ripley [ctb] (build process on multiple OS), Kurt Hornik [ctb] (build process on multiple OS), Julien Chiquet [ctb], Avraham Adler [ctb] (removal deprecated calls from tests, <https://orcid.org/0000-0002-3039-0703>)

Initial release

2020-07-02

nloptr

Functions (26)

nloptr

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