nloptr: R interface to NLopt

nloptr is 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 on Unix the NLopt code is downloaded and compiled from the NLopt website.

Author
Jelmer Ypma <uctpjyy@ucl.ac.uk>, with contributions by Hans W. Borchers <hwborchers@googlemail.com> and Dirk Eddelbuettel <edd@debian.org>
Date of publication
2014-08-04 15:35:43
Maintainer
Jelmer Ypma <uctpjyy@ucl.ac.uk>
License
LGPL-3
Version
1.0.4

View on CRAN

Man pages

auglag
Augmented Lagrangian Algorithm
bobyqa
Bound Optimization by Quadratic Approximation
check.derivatives
Check analytic gradients of a function using finite...
cobyla
Constrained Optimization by Linear Approximations
crs2lm
Controlled Random Search
direct
DIviding RECTangles Algorithm for Global Optimization
gradients
Numerical Gradients and Jacobians
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
nloptions
Setting NL Options
nloptr
R interface to NLopt
nloptr.get.default.options
Return a data.frame with all the options that can be supplied...
nloptr-package
R interface to NLopt
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

Files in this package

nloptr
nloptr/inst
nloptr/inst/CITATION
nloptr/inst/doc
nloptr/inst/doc/nloptr.R
nloptr/inst/doc/nloptr.pdf
nloptr/inst/doc/nloptr.Rnw
nloptr/configure.ac
nloptr/tests
nloptr/tests/testthat
nloptr/tests/testthat/test-banana-global.R
nloptr/tests/testthat/test-simple.R
nloptr/tests/testthat/test-parameters.R
nloptr/tests/testthat/test-hs023.R
nloptr/tests/testthat/test-example.R
nloptr/tests/testthat/options.R
nloptr/tests/testthat/test-systemofeq.R
nloptr/tests/testthat/test-banana.R
nloptr/tests/testthat/test-hs071.R
nloptr/tests/testthat/test-derivative-checker.R
nloptr/tests/test-all.R
nloptr/src
nloptr/src/Makevars.in
nloptr/src/dummy.cpp
nloptr/src/Makevars.win
nloptr/src/nloptr.c
nloptr/NAMESPACE
nloptr/CHANGELOG
nloptr/R
nloptr/R/slsqp.R
nloptr/R/check.derivatives.R
nloptr/R/cobyla.R
nloptr/R/tnewton.R
nloptr/R/varmetric.R
nloptr/R/direct.R
nloptr/R/mlsl.R
nloptr/R/nloptr.R
nloptr/R/auglag.R
nloptr/R/nloptions.R
nloptr/R/finite.diff.R
nloptr/R/nm.R
nloptr/R/lbfgs.R
nloptr/R/print.nloptr.R
nloptr/R/nloptr.get.default.options.R
nloptr/R/gradients.R
nloptr/R/nloptr.add.default.options.R
nloptr/R/nloptr.print.options.R
nloptr/R/is.nloptr.R
nloptr/R/global.R
nloptr/R/mma.R
nloptr/vignettes
nloptr/vignettes/reflist.bib
nloptr/vignettes/nloptr.Rnw
nloptr/README.md
nloptr/MD5
nloptr/build
nloptr/build/vignette.rds
nloptr/DESCRIPTION
nloptr/configure
nloptr/man
nloptr/man/crs2lm.Rd
nloptr/man/varmetric.Rd
nloptr/man/check.derivatives.Rd
nloptr/man/cobyla.Rd
nloptr/man/sbplx.Rd
nloptr/man/nloptr.print.options.Rd
nloptr/man/isres.Rd
nloptr/man/auglag.Rd
nloptr/man/nloptr.get.default.options.Rd
nloptr/man/bobyqa.Rd
nloptr/man/newuoa.Rd
nloptr/man/mlsl.Rd
nloptr/man/nloptions.Rd
nloptr/man/nloptr-package.Rd
nloptr/man/tnewton.Rd
nloptr/man/neldermead.Rd
nloptr/man/stogo.Rd
nloptr/man/is.nloptr.Rd
nloptr/man/print.nloptr.Rd
nloptr/man/slsqp.Rd
nloptr/man/gradients.Rd
nloptr/man/direct.Rd
nloptr/man/lbfgs.Rd
nloptr/man/mma.Rd
nloptr/man/nloptr.Rd
nloptr/INSTALL.windows
nloptr/cleanup