[R] good numerical optimization to use in R?

[Ravi Varadhan]

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.
____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
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.