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nloptr (version 1.0.0)

R interface to NLopt

Description

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.

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Version

Install

install.packages('nloptr')

Monthly Downloads

333,960

Version

1.0.0

License

LGPL-3

Maintainer

Jelmer Ypma

Last Published

February 16th, 2014

Functions in nloptr (1.0.0)

bobyqa

Bound Optimization by Quadratic Approximation
sbplx

Subplex Algorithm
auglag

Augmented Lagrangian Algorithm
grad, jacobian

Numerical Gradients and Jacobians
nloptr.print.options

Print description of nloptr options
csr2lm

Controlled Random Search
slsqp

Sequential Quadratic Programming (SQP)
nloptr-package

R interface to NLopt
nloptr.default.options

Description and default values of nloptr options
nloptr

R interface to NLopt
varmetric

Shifted Limited-memory Variable-metric
is.nloptr

R interface to NLopt
isres

Improved Stochastic Ranking Evolution Strategy
print.nloptr

Print results after running nloptr
DIRECT

DIviding RECTangles Algorithm for Global Optimization
mlsl

Multi-level Single-linkage
cobyla

Constrained Optimization by Linear Approximations
mma

Method of Moving Asymptotes
lbfgs

Low-storage BFGS
newuoa

New Unconstrained Optimization with quadratic Approximation
stogo

Stochastic Global Optimization
NLopt options

Setting NL Options
check.derivatives

Check analytic gradients of a function using finite difference approximations
tnewton

Preconditioned Truncated Newton
neldermead

Nelder-Mead Simplex