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 most versions of R
nloptr can be installed from R with
The most recent (experimental) version can be installed from source from GitHub
For this to work on Windows, you need to have Rtools and NLopt installed, and set an environment variable NLOPT_HOME with the location of the NLopt library.
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 let me know if you have any problems, suggestions, comments, etc.
nloptrfrom source for Windows.
A full version of the changelog can be found on CRAN
|27/01/2014||Version 1.0.0 merged wrappers from the ‘nloptwrap’ package.|
|19/11/2013||Version 0.9.6 Added a line in Makevars to replace some code in NLopt to fix compilation on Solaris as requested by Brian Ripley.|
|12/11/2013||Version 0.9.5 Updated references from NLopt version 2.3 to NLopt version 2.4 in installation instructions.|
|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
|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
|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.|
Steven G. Johnson, The NLopt nonlinear-optimization package, http://ab-initio.mit.edu/nlopt