Optimization packages for R

wcm picture wcm · Dec 11, 2008 · Viewed 20.8k times · Source

Does anyone know of any optimization packages out there for R (similar to NUOPT for S+)?

Answer

gappy picture gappy · Jul 27, 2009

R has many, many packages for optimization; check the CRAN Task view on Optimization: http://cran.r-project.org/web/views/Optimization.html. Of course, for nonlinear programs, there is optim(), which is standard and includes Broyden-Fletcher-Goldfarb-Shanno's algorithm, and Nelder-Mead. It's a good first start.