nloptr
nloptr is an R interface to NLopt. NLopt is a free/open-source library for nonlinear optimization started by Steven G. Johnson, providing a common interface for a number of different free optimization routines available online as well as original implementations of various other algorithms. It can be used to solve general nonlinear programming problems with nonlinear constraints and lower and upper bounds for the controls, such as
min f(x)
x in R^n
s.t. g(x) <= 0
h(x) = 0
lb <= x <= ub
The NLopt library is available under the GNU Lesser General Public License (LGPL), and the copyrights are owned by a variety of authors. See the website for information on how to cite NLopt and the algorithms you use. The R interface to NLopt, also under LGPL, can be downloaded from CRAN or GitHub (development version).
For some versions of R nloptr can be installed from R with install.packages('nloptr').
If you want to install the most recent (experimental) version from R-Forge, use
install.packages("nloptr",repos="https://R-Forge.R-project.org")
or, when you want to install from source
install.packages("nloptr",type="source",repos="https://R-Forge.R-project.org").
This package is distributed in the hope that it may be useful to some. The usual disclaimers apply (downloading and installing this software is at your own risk, and no support or guarantee is provided, I don't take liability and so on), but please if you have any problems, suggestions, comments, etc.
Files
-
NLopt-2.4-win-build.zip - static libraries of NLopt 2.4 compiled for Windows 32-bit and 64-bit.
-
nloptr.pdf - an R vignette describing how to use the R interface to NLopt.
INSTALL.windows - description of how to install nloptr from source for Windows.
Changelog (see here for full version on CRAN)
09/11/2013 | Version 0.9.4 updated NLopt to version 2.4. | 31/07/2013 | Version 0.9.3 was a maintainance release. |
11/07/2013 | Version 0.9.2 was a maintainance release. | |
31/04/2013 | Version 0.9.0 has a new print_level = 3, and is compiled with NLopt version 2.3 with --with-cxx option. This makes the StoGo algorithm available. | |
18/11/2011 | Version 0.8.9 removed some warnings from R CMD check and included some changes to the build process. | |
28/09/2011 | Version 0.8.8 updated to compile on Solaris. | |
03/09/2011 | Version 0.8.5 includes a working binary for MacOS. | |
12/08/2011 | Version 0.8.4 includes a new function nloptr.print.options, and has new options ('print_options_doc', and 'population' and 'ranseed' for stochastic global solvers). | |
24/07/2011 | Version 0.8.3 has a finite difference derivative checker and includes checks to prevent adding constraints to a problem when the chosen algortihm does not allow for constraints. | |
09/07/2011 | Version 0.8.2 is on CRAN with an updated build process and a newer version of NLopt. | |
13/01/2011 | Version 0.8.1 contains an option print_level to control intermediate output. |