[R] good numerical optimization to use in R?
rvaradhan at jhmi.edu
Fri May 22 04:50:16 CEST 2009
What kind of optimization problem are you trying to solve?
For smooth, nonlinear optimization, with box-constraints - optim(), nlminb(), spg()
For smooth, nonlinear optimization, with linear inequality constraints - constrOptim()
For smooth, nonlinear optimization, with equality and/or inequality constraints - Rdonlp2
See the CRAN Task View: Optimization and Mathematical Programming for more information.
Ravi Varadhan, Ph.D.
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvaradhan at jhmi.edu
----- Original Message -----
From: Michael <comtech.usa at gmail.com>
Date: Thursday, May 21, 2009 7:17 pm
Subject: [R] good numerical optimization to use in R?
To: r-help <R-help at stat.math.ethz.ch>
> Hi all,
> Could anybody point me to a good/robust numerical optimization program
> to use in R?
> I am doing some MLE fitting. Thanks!
> R-help at r-project.org mailing list
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
More information about the R-help