R Interface to NLopt

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Documentation for package ‘nloptr’ version 2.1.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

auglag	Augmented Lagrangian Algorithm
bobyqa	Bound Optimization by Quadratic Approximation
ccsaq	Conservative Convex Separable Approximation with Affine Approximation plus Quadratic Penalty
check.derivatives	Check analytic gradients of a function using finite difference approximations
cobyla	Constrained Optimization by Linear Approximations
crs2lm	Controlled Random Search
direct	DIviding RECTangles Algorithm for Global Optimization
directL	DIviding RECTangles Algorithm for Global Optimization
is.nloptr	R interface to NLopt
isres	Improved Stochastic Ranking Evolution Strategy
lbfgs	Low-storage BFGS
mlsl	Multi-level Single-linkage
mma	Method of Moving Asymptotes
neldermead	Nelder-Mead Simplex
newuoa	New Unconstrained Optimization with quadratic Approximation
nl.grad	Numerical Gradients and Jacobians
nl.jacobian	Numerical Gradients and Jacobians
nl.opts	Setting NL Options
nloptr	R interface to NLopt
nloptr.get.default.options	Return a data.frame with all the options that can be supplied to nloptr.
nloptr.print.options	Print description of nloptr options
print.nloptr	Print results after running nloptr
sbplx	Subplex Algorithm
slsqp	Sequential Quadratic Programming (SQP)
stogo	Stochastic Global Optimization
tnewton	Preconditioned Truncated Newton
varmetric	Shifted Limited-memory Variable-metric