Function reference • nloptr

All functions

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() 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.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