All functions |
|
---|---|
Augmented Lagrangian Algorithm |
|
Bound Optimization by Quadratic Approximation |
|
Conservative Convex Separable Approximation with Affine Approximation plus Quadratic Penalty |
|
Check analytic gradients of a function using finite difference approximations |
|
Constrained Optimization by Linear Approximations |
|
Controlled Random Search |
|
DIviding RECTangles Algorithm for Global Optimization |
|
R interface to NLopt |
|
Improved Stochastic Ranking Evolution Strategy |
|
Low-storage BFGS |
|
Multi-level Single-linkage |
|
Method of Moving Asymptotes |
|
Nelder-Mead Simplex |
|
New Unconstrained Optimization with quadratic Approximation |
|
Numerical Gradients and Jacobians |
|
Setting NL Options |
|
R interface to NLopt |
|
R interface to NLopt |
|
Return a data.frame with all the options that can be supplied to nloptr. |
|
Print description of nloptr options |
|
Print results after running nloptr |
|
Subplex Algorithm |
|
Sequential Quadratic Programming (SQP) |
|
Stochastic Global Optimization |
|
Preconditioned Truncated Newton |
|
Shifted Limited-memory Variable-metric |