nloptr v1.0.0

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by Jelmer Ypma

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.

Functions in nloptr

Name Description
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
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Details

Type Package
Date 2014-01-27
License LGPL-3
LazyLoad yes
LazyData yes
Packaged 2014-02-16 18:43:24 UTC; Jelmer
NeedsCompilation yes
Repository CRAN
Date/Publication 2014-02-16 20:42:26
suggests testthat
Contributors Jelmer Ypma

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