R Interface to NLopt
Numerical Gradients and Jacobians
Setting NL Options
R interface to NLopt
Augmented Lagrangian Algorithm
Bound Optimization by Quadratic Approximation
Conservative Convex Separable Approximation with Affine Approximation ...
Check analytic gradients of a function using finite difference approxi...
Constrained Optimization by Linear Approximations
Controlled Random Search
DIviding RECTangles Algorithm for Global Optimization
R interface to NLopt
Improved Stochastic Ranking Evolution Strategy
Low-storage BFGS
Multi-level Single-linkage
Method of Moving Asymptotes
Nelder-Mead Simplex
New Unconstrained Optimization with quadratic Approximation
Return a data.frame with all the options that can be supplied to nlopt...
Print description of nloptr options
R interface to NLopt
Print results after running nloptr
Subplex Algorithm
Sequential Quadratic Programming (SQP)
Stochastic Global Optimization
Preconditioned Truncated Newton
Shifted Limited-memory Variable-metric
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 <https://nlopt.readthedocs.io/en/latest/NLopt_Algorithms/> for more information on the available algorithms. Building from included sources requires 'CMake'. On Linux and 'macOS', if a suitable system build of NLopt (2.7.0 or later) is found, it is used; otherwise, it is built from included sources via 'CMake'. On Windows, NLopt is obtained through 'rwinlib' for 'R <= 4.1.x' or grabbed from the appropriate toolchain for 'R >= 4.2.0'.
Useful links