General Purpose Optimization in R using C++
Example 1: Minimize Rosenbrock function using BFGS
Example 1: Gradient/Hessian checks for the implemented C++ class of Ro...
Example 1: Minimize Rosenbrock function (with numerical gradient) usin...
Example 1: Minimize Rosenbrock function using other methods
Example 2: Solve Travelling Salesman Problem (TSP) using SANN
Example 3: Minimize a function using L-BFGS-B with 25-dimensional box ...
Example 4: Minimize a "wild" function using SANN and BFGS
roptim
Perform general purpose optimization in R using C++. A unified wrapper interface is provided to call C functions of the five optimization algorithms ('Nelder-Mead', 'BFGS', 'CG', 'L-BFGS-B' and 'SANN') underlying optim().