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