Pinned Repositories
nloptr
nloptr provides an R interface to NLopt, a free/open-source library for nonlinear optimization providing a common interface to a number of different optimization routines which can handle nonlinear constraints and lower and upper bounds for the controls.
ipoptr
ipoptr is an R interface to Ipopt (Interior Point Optimizer), an open source software package for large-scale nonlinear optimization. It can be used to solve general nonlinear programming problems with nonlinear constraints and lower and upper bounds for the controls. Ipopt is written in C++ and is released as open source code under the Eclipse Public License (EPL). It is available from the COIN-OR initiative. The code has been written by Carl Laird and Andreas Waechter, who is the COIN project leader for Ipopt.
Notes
Notes on installation and usage of different software.
SparseGrid
Sparse grids can be used to numerically approximate integrals of high dimension, with fewer nodes than grids constructed by a product rule. SparseGrid is an R translation of the Matlab code on http://www.sparse-grids.de
mpeccable
R package for constrained optimization of functional equation problems
jyypma's Repositories
jyypma/ipoptr
ipoptr is an R interface to Ipopt (Interior Point Optimizer), an open source software package for large-scale nonlinear optimization. It can be used to solve general nonlinear programming problems with nonlinear constraints and lower and upper bounds for the controls. Ipopt is written in C++ and is released as open source code under the Eclipse Public License (EPL). It is available from the COIN-OR initiative. The code has been written by Carl Laird and Andreas Waechter, who is the COIN project leader for Ipopt.
jyypma/SparseGrid
Sparse grids can be used to numerically approximate integrals of high dimension, with fewer nodes than grids constructed by a product rule. SparseGrid is an R translation of the Matlab code on http://www.sparse-grids.de
jyypma/Notes
Notes on installation and usage of different software.