Optimization and Mathematical Programming - CRAN Task View

ABCoptim

Implementation of Artificial Bee Colony (ABC) Optimization

Version 0.15.0

adagio

Discrete and Global Optimization Routines

Version 0.9.2

alabama

Constrained Nonlinear Optimization

Version 2023.1.0

BB

Solving and Optimizing Large-Scale Nonlinear Systems

Version 2019.10-1

boot

Bootstrap Functions (Originally by Angelo Canty for S)

Version 1.3-31

emoa

Evolutionary Multiobjective Optimization Algorithms

Version 0.5-3

bvls

The Stark-Parker algorithm for bounded-variable least squares

Version 1.4

limSolve

Solving Linear Inverse Models

Version 1.5.7.1

caRamel

Automatic Calibration by Evolutionary Multi Objective Algorithm

Version 1.4

CEoptim

Cross-Entropy R Package for Optimization

Version 1.3

cccp

Cone Constrained Convex Problems

Version 0.3-1

cmaes

Covariance Matrix Adapting Evolutionary Strategy

Version 1.0-12

cmaesr

Covariance Matrix Adaptation Evolution Strategy

Version 1.0.3

colf

Constrained Optimization on Linear Function

Version 0.1.3

rmoo

Multi-Objective Optimization in R

Version 0.2.0

copulaedas

Estimation of Distribution Algorithms Based on Copulas

Version 1.4.3

dclone

Data Cloning and MCMC Tools for Maximum Likelihood Methods

Version 2.3-2

desirability

Function Optimization and Ranking via Desirability Functions

Version 2.1

DEoptim

Global Optimization by Differential Evolution

Version 2.2-8

DEoptimR

Differential Evolution Optimization in Pure R

Version 1.1-3

dfoptim

Derivative-Free Optimization

Version 2023.1.0

Dykstra

Quadratic Programming using Cyclic Projections

Version 1.0-0

nspmix

Nonparametric and Semiparametric Mixture Estimation

Version 1.5-0

ECOSolveR

Embedded Conic Solver in R

Version 0.5.5

ecr

Evolutionary Computation in R

Version 2.1.1

flacco

Feature-Based Landscape Analysis of Continuous and Constrained Optimiz...

Version 1.8

ompr

Model and Solve Mixed Integer Linear Programs

Version 1.0.4

gafit

Genetic Algorithm for Curve Fitting

Version 0.5.1

genalg

R Based Genetic Algorithm

Version 0.2.1

globalOptTests

Objective functions for benchmarking the performance of global optimiz...

Version 1.1

glpkAPI

R Interface to C API of GLPK

Version 1.3.4

GPareto

Gaussian Processes for Pareto Front Estimation and Optimization

Version 1.1.8

gsl

Wrapper for the Gnu Scientific Library

Version 2.1-8

highs

'HiGHS' Optimization Solver

Version 0.1-10

isotone

Active Set and Generalized PAVA for Isotone Optimization

Version 1.1-1

kofnGA

A Genetic Algorithm for Fixed-Size Subset Selection

Version 1.3

lbfgs

Limited-memory BFGS Optimization

Version 1.2.1.2

linprog

Linear Programming / Optimization

Version 0.9-4

LowRankQP

Low Rank Quadratic Programming

Version 1.0.6

lpSolve

Interface to 'Lp_solve' v. 5.5 to Solve Linear/Integer Programs

Version 5.6.22

lsei

Solving Least Squares or Quadratic Programming Problems under Equality...

Version 1.3-0

ManifoldOptim

An R Interface to the 'ROPTLIB' Library for Riemannian Manifold Optimi...

Version 1.0.1

MaOEA

Many Objective Evolutionary Algorithm

Version 0.6.2

marqLevAlg

A Parallelized General-Purpose Optimization Based on Marquardt-Levenbe...

Version 2.0.8

matchingR

Matching Algorithms in R and C++

Version 1.3.3

maxLik

Maximum Likelihood Estimation and Related Tools

Version 1.5-2.1

mcga

Machine Coded Genetic Algorithms for Real-Valued Optimization Problems

Version 3.0.7

mco

Multiple Criteria Optimization Algorithms and Related Functions

Version 1.17

metaheuristicOpt

Metaheuristic for Optimization

Version 2.0.0

minpack.lm

R Interface to the Levenberg-Marquardt Nonlinear Least-Squares Algorit...

Version 1.2-4

mixsqp

Sequential Quadratic Programming for Fast Maximum-Likelihood Estimatio...

Version 0.3-54

mize

Unconstrained Numerical Optimization Algorithms

Version 0.2.4

mknapsack

Multiple Knapsack Problem Solver

Version 0.1.0

n1qn1

Port of the 'Scilab' 'n1qn1' Module for Unconstrained BFGS Optimizatio...

Version 6.0.1-12

neighbours

Neighbourhood Functions for Local-Search Algorithms

Version 0.1-3

neldermead

R Port of the 'Scilab' Neldermead Module

Version 1.0-12

nilde

Nonnegative Integer Solutions of Linear Diophantine Equations with App...

Version 1.1-7

NlcOptim

Solve Nonlinear Optimization with Nonlinear Constraints

Version 0.6

nlsic

Non Linear Least Squares with Inequality Constraints

Version 1.0.4

nlsr

Functions for Nonlinear Least Squares Solutions - Updated 2022

Version 2023.8.31

NMOF

Numerical Methods and Optimization in Finance

Version 2.10-1

nonneg.cg

Non-Negative Conjugate-Gradient Minimizer

Version 0.1.6-1

optimParallel

Parallel Version of the L-BFGS-B Optimization Method

Version 1.0-2

optimsimplex

R Port of the 'Scilab' Optimsimplex Module

Version 1.0-8

optimx

Expanded Replacement and Extension of the 'optim' Function

Version 2023-10.21

onls

Orthogonal Nonlinear Least-Squares Regression

Version 0.1-2

OOR

Optimistic Optimization in R

Version 0.1.4

parma

Portfolio Allocation and Risk Management Applications

Version 1.7

rBayesianOptimization

Bayesian Optimization of Hyperparameters

Version 1.2.1

sdpt3r

Semi-Definite Quadratic Linear Programming Solver

Version 0.3

Rglpk

R/GNU Linear Programming Kit Interface

Version 0.6-5.1

rcdd

Computational Geometry

Version 1.6

rgenoud

R Version of GENetic Optimization Using Derivatives

Version 5.9-0.11

sna

Tools for Social Network Analysis

Version 2.8

ROI.plugin.neos

'NEOS' Plug-in for the 'R' Optimization Interface

Version 1.0-2

lbfgsb3c

Limited Memory BFGS Minimizer with Bounds on Parameters with optim() '...

Version 2024-3.5

RcppNumerical

'Rcpp' Integration for Numerical Computing Libraries

Version 0.6-0

ROI.plugin.qpoases

'qpOASES' Plugin for the 'R' Optimization Infrastructure

Version 1.0-3

Rmalschains

Continuous Optimization using Memetic Algorithms with Local Search Cha...

Version 0.2-10

Rdsdp

R Interface to DSDP Semidefinite Programming Library

Version 1.0.5.2.1

ROI

R Optimization Infrastructure

Version 1.0-1

scs

Splitting Conic Solver

Version 3.2.4

Rcsdp

R Interface to the CSDP Semidefinite Programming Library

Version 0.1.57.5

Rcplex

R Interface to CPLEX

Version 0.3-6

TSP

Traveling Salesperson Problem (TSP)

Version 1.2-4

smoof

Single and Multi-Objective Optimization Test Functions

Version 1.6.0.3

qap

Heuristics for the Quadratic Assignment Problem (QAP)

Version 0.1-2

RcppDE

Global Optimization by Differential Evolution in C++

Version 0.1.7

rneos

XML-RPC Interface to NEOS

Version 0.4-0

roptim

General Purpose Optimization in R using C++

Version 0.1.6

rCMA

R-to-Java Interface for 'CMA-ES'

Version 1.1.1

soma

General-Purpose Optimisation with the Self-Organising Migrating Algori...

Version 1.2.0

pso

Particle Swarm Optimization

Version 1.0.4

psqn

Partially Separable Quasi-Newton

Version 0.3.2

Rsymphony

SYMPHONY in R

Version 0.1-33

rminizinc

R Interface to 'MiniZinc'

Version 0.0.8

trustOptim

Trust Region Optimization for Nonlinear Functions with Sparse Hessians

Version 0.8.7.3

stochQN

Stochastic Limited Memory Quasi-Newton Optimizers

Version 0.1.2-1

qpmadr

Interface to the 'qpmad' Quadratic Programming Solver

Version 1.1.0-0

quadprogXT

Quadratic Programming with Absolute Value Constraints

Version 0.0.5

trust

Trust Region Optimization

Version 0.1-8

quadprog

Functions to Solve Quadratic Programming Problems

Version 1.5-8

Rmosek

The R to MOSEK Optimization Interface

Version 1.3.5

tabuSearch

Tabu Search Algorithm for Binary Configurations

Version 1.1.1

RCEIM

R Cross Entropy Inspired Method for Optimization

Version 0.3

psoptim

Particle Swarm Optimization

Version 1.0

Rsolnp

General Non-Linear Optimization

Version 1.16

optmatch

Functions for Optimal Matching

Version 0.10.8

GA

Genetic Algorithms

Version 3.2.4

REBayes

Empirical Bayes Estimation and Inference

Version 2.56

matchingMarkets

Analysis of Stable Matchings

Version 1.0-4

irace

Iterated Racing for Automatic Algorithm Configuration

Version 3.5

graDiEnt

Stochastic Quasi-Gradient Differential Evolution Optimization

Version 1.0.1

GenSA

R Functions for Generalized Simulated Annealing

Version 1.1.14.1

piqp

R Interface to Proximal Interior Point Quadratic Programming Solver

Version 0.2.2

ao

Alternating Optimization

Version 1.1.0

mlrMBO

Bayesian Optimization and Model-Based Optimization of Expensive Black-...

Version 1.1.5.1

calibrar

Automated Parameter Estimation for Complex Models

Version 0.9.0

nloptr

R Interface to NLopt

Version 2.1.1

optimizeR

Unified Framework for Numerical Optimizers

Version 1.1.1

coneproj

Primal or Dual Cone Projections with Routines for Constrained Regressi...

Version 1.19

osqp

Quadratic Programming Solver using the 'OSQP' Library

Version 0.6.3.3

lpSolveAPI

R Interface to 'lp_solve' Version 5.5.2.0

Version 5.5.2.0-17.12

gslnls

GSL Multi-Start Nonlinear Least-Squares Fitting

Version 1.3.2

crs

Categorical Regression Splines

Version 0.15-38

ucminf

General-Purpose Unconstrained Non-Linear Optimization

Version 1.2.2

CVXR

Disciplined Convex Optimization

Version 1.0-15

clue

Cluster Ensembles

Version 0.3-66

subplex

Unconstrained Optimization using the Subplex Algorithm

Version 1.9

nls2

Non-Linear Regression with Brute Force

Version 0.3-4

kernlab

Kernel-Based Machine Learning Lab

Version 0.9-33

minqa

Derivative-Free Optimization Algorithms by Quadratic Approximation

Version 1.2.8

igraph

Network Analysis and Visualization

Version 2.1.1

quantreg

Quantile Regression

Version 5.99

nnls

The Lawson-Hanson Algorithm for Non-Negative Least Squares (NNLS)

Version 1.6

clarabel

Interior Point Conic Optimization Solver

Version 0.9.0.1

TreeDist

Calculate and Map Distances Between Phylogenetic Trees

Version 2.9.1