[R] Nonlinear Optimization

Prof Brian Ripley ripley at stats.ox.ac.uk
Tue Feb 24 18:20:03 CET 2004

I found

> help.search("optimization")


constrOptim(base)       Linearly constrained optimisation
optim(base)             General-purpose Optimization
optimize(base)          One Dimensional Optimization

and there is also nlm which is not showing up there.

optim() provides several algorithms in a single wrapper.

On Tue, 24 Feb 2004, Kissell, Robert [EQRE] wrote:

> Hi,
> I have been brought back to the "R-Side" from MatLab. I have used R in
> graduate econometrics but only for statistics and regression (linear and
> nonlinear). But now I need to run general nonlinear optimization. 
> I know about the add-in quadprog but my problem is not QP. My problem is a
> general nonlinear (obj funct) with linear constraints.I know about the "ms"
> and "nls" functions, but these seem only for nonlinear regression, not
> nonlinear minimization. I am looking for a pure non-linear optimization
> module.
> The nonlinear optimization functions I used in MatLab are "fmincon" and
> "fminunc"
> Is there any nonlinear optimization algorithm for R?

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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