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).

Installation

For most versions of R nloptr can be installed from R with

install.packages('nloptr')

Development version

The most recent (experimental) version can be installed from source from GitHub

library('devtools')
install_github("jyypma/nloptr")

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.

Disclaimer

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.

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

A full version of the changelog can be found on CRAN

Date	Description
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 `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.

Reference

Steven G. Johnson, The NLopt nonlinear-optimization package, http://ab-initio.mit.edu/nlopt

andrewsali/nloptr