R Development Page
Contributed R Packages
Below is a list of all packages provided by project Optimization and solving packages.
Important note for package
binaries: RForge provides these binaries only for
the most recent version of R, but not for older
versions. In order to successfully install the
packages provided on RForge, you have to switch
to the most recent version of R or, alternatively,
install from the package sources (.tar.gz).
BB  Solving and Optimizing LargeScale Nonlinear Systems


BarzilaiBorwein spectral methods for solving nonlinear
system of equations, and for optimizing nonlinear objective
functions subject to simple constraints. A tutorial style
introduction to this package is available in a vignette on the
CRAN download page or, when the package is loaded in an R
session, with vignette("BB"). 

Version: 2015.101 
Last change: 20151203 20:32:28+01 
Rev.: 1039 

Download:
(.tar.gz) 
(.zip) 
Build status: Current  Stable Release: Get BB 2014.101 from CRAN 

R install command:
install.packages("BB", repos="http://RForge.Rproject.org") 


GNE  Computation of Generalized Nash Equilibria


Provide functions to compute standard and generalized Nash Equilibria. Optimization methods are available nonsmooth reformulation, fixedpoint formulation, minimization problem and constrainedequation reformulation. 

Version: 0.991 
Last change: 20150720 21:39:27+02 
Rev.: 1016 

Download:
(.tar.gz) 
(.zip) 
Build status: Current  Stable Release: Get GNE 0.991 from CRAN 

R install command:
install.packages("GNE", repos="http://RForge.Rproject.org") 


GPArotation  GPA Factor Rotation


Gradient Projection Algorithm Rotation for Factor Analysis. See ?GPArotation.Intro for more details. 

Version: 2015.71 
Last change: 20151216 20:16:48+01 
Rev.: 1040 

Download:
(.tar.gz) 
(.zip) 
Build status: Current  Stable Release: Get GPArotation 2014.111 from CRAN 

R install command:
install.packages("GPArotation", repos="http://RForge.Rproject.org") 


NISTopt  Nonlinear least squares examples from NIST in form of functions for optim() and optimx()


Datasets for testing nonlinear regression routines. Version of 20090210
redated to build on Rforge. 

Version: 20123.12 
Last change: 20120312 17:18:43+01 
Rev.: 572 

Download:
(.tar.gz) 
(.zip) 
Build status: Current 

R install command:
install.packages("NISTopt", repos="http://RForge.Rproject.org") 


Rcgmin  Conjugate gradient minimization of nonlinear functions with box constraints


Conjugate gradient minimization of nonlinear functions with box constraints incorporating Dai/Yuan update 

Version: 20147.17 
Last change: 20150123 22:16:33+01 
Rev.: 931 

Download:
(.tar.gz) 
(.zip) 
Build status: Current  Stable Release: Get Rcgmin 20132.21 from CRAN 

R install command:
install.packages("Rcgmin", repos="http://RForge.Rproject.org") 


Rtnmin  Truncated Newton Function Minimization with Bounds Constraints


Truncated Newton function minimization with bounds constraints
based on the Matlab/Octave codes of Stephen Nash. 

Version: 20157.29 
Last change: 20150731 22:06:22+02 
Rev.: 1029 

Download:
(.tar.gz) 
(.zip) 
Build status: Current 

R install command:
install.packages("Rtnmin", repos="http://RForge.Rproject.org") 


Rvmmin  Variable Metric Nonlinear Function Minimization


Variable metric nonlinear function minimization with bounds constraints. 

Version: 20156.3 
Last change: 20150604 21:39:55+02 
Rev.: 993 

Download:
(.tar.gz) 
(.zip) 
Build status: Current  Stable Release: Get Rvmmin 201311.12 from CRAN 

R install command:
install.packages("Rvmmin", repos="http://RForge.Rproject.org") 


Rvmminx  Variable metric nonlinear function minimization with bounds constraints  experimental


Variable metric nonlinear function minimization with bounds constraints  experimental Intended to test saving stepsize and using quadratic minimization. Redated v 20115.09 

Version: 20115.10 
Last change: 20120710 15:28:43+02 
Rev.: 628 

Download:
(.tar.gz) 
(.zip) 
Build status: Current 

R install command:
install.packages("Rvmminx", repos="http://RForge.Rproject.org") 


SQUAREM  Squared extrapolation methods for accelerating fixedpoint iterations


Algorithms for accelerating the convergence of slow, monotone sequences from smooth, contraction mapping such as the EM algorithm. It can be used to accelerate any smooth, linearly convergent acceleration scheme. A tutorial style introduction to this package is available in a vignette on the CRAN download page or, when the package is loaded in an R
session, with vignette("SQUAREM"). 

Version: 2010.91 
Last change: 20120405 02:08:44+02 
Rev.: 590 

Download:
(.tar.gz) 
(.zip) 
Build status: Current  Stable Release: Get SQUAREM 2014.81 from CRAN 

R install command:
install.packages("SQUAREM", repos="http://RForge.Rproject.org") 


alabama  Constrained nonlinear optimization


Augmented Lagrangian Adaptive Barrier Minimization Algorithm for optimizing smooth nonlinear objective functions with constraints. Linear or nonlinear equality and inequality constraints are allowed. 

Version: 2010.71 
Last change: 20100812 20:55:51+02 
Rev.: 376 

Download:
(.tar.gz) 
(.zip) 
Build status: Current  Stable Release: Get alabama 2015.31 from CRAN 

R install command:
install.packages("alabama", repos="http://RForge.Rproject.org") 


dfoptim  Derivativefree Optimization


DerivativeFree optimization algorithms. These algorithms
do not require gradient information. More importantly, they can
be used to solve nonsmooth optimization problems. 

Version: 2013.924 
Last change: 20130926 19:42:55+02 
Rev.: 773 

Download:
(.tar.gz) 
(.zip) 
Build status: Current  Stable Release: Get dfoptim 2011.81 from CRAN 

R install command:
install.packages("dfoptim", repos="http://RForge.Rproject.org") 


funcheck  OBSOLETE: Run tests, where possible, on named optimization problem file.


This package is obsolete and should not be used.
Provides a way to check the file fname.R that contains various functions that
compute the objective function, gradient, Hessian, residuals, Jacobian, Jacobian second
derivatives and setup for functions used to test optimization routines. A second function
funtest allows the individual function names to be given. Redated to force Rforge build. 

Version: 20095.121 
Last change: 20120710 15:56:02+02 
Rev.: 631 

Download:
(.tar.gz) 
(.zip) 
Build status: Current 

R install command:
install.packages("funcheck", repos="http://RForge.Rproject.org") 


minqa  Derivativefree optimization algorithms by quadratic approximation


Derivativefree optimization by quadratic approximation based
on an interface to Fortran implementations by M. J. D. Powell. 

Version: 1.2.1 
Last change: 20130115 15:11:02+01 
Rev.: 696 

Download:
(.tar.gz) 
(.zip) 
Build status: Current  Stable Release: Get minqa 1.2.4 from CRAN 

R install command:
install.packages("minqa", repos="http://RForge.Rproject.org") 


nlmrt  Functions for Nonlinear Least Squares Solutions


Replacement for nls() tools for working with nonlinear least squares problems.
The calling structure is similar to, but much simpler than, that of the nls()
function. Moreover, where nls() specifically does NOT deal with small or zero
residual problems, nlmrt is quite happy to solve them. It also attempts to be
more robust in finding solutions, thereby avoiding singular gradient messages
that arise in the GaussNewton method within nls(). The MarquardtNash approach
in nlmrt generally works more reliably to get a solution, though this may be
one of a set of possibilities, and may also be statistically unsatisfactory.
Added print and summary as of August 28, 2012. 

Version: 2016.3.2 
Last change: 20160304 17:11:16+01 
Rev.: 1056 

Download:
(.tar.gz) 
(.zip) 
Build status: Current  Stable Release: Get nlmrt 2016.3.2 from CRAN 

R install command:
install.packages("nlmrt", repos="http://RForge.Rproject.org") 


nls14  Functions for nonlinear least squares solutions to replace nls(), nlmrt package and minpack.lm package.


nls14 provides tools for working with nonlinear least squares problems.
It is intended to eventually supercede the nls() function in the R distribution.
For example, nls() specifically does NOT deal with small or zero
residual problems. Its GaussNewton method frequently stops with singular
gradient messages. 

Version: 2015.1.15 
Last change: 20150723 17:15:49+02 
Rev.: 1018 

Download:
(.tar.gz) 
(.zip) 
Build status: Current 

R install command:
install.packages("nls14", repos="http://RForge.Rproject.org") 


numDeriv  Accurate Numerical Derivatives


Methods for calculating (usually) accurate
numerical first and second order derivatives. Accurate calculations
are done using Richardsons extrapolation or, when applicable, a complex
step derivative is available. A simple difference
method is also provided. Simple difference is (usually) less accurate
but is much quicker than Richardsons extrapolation and provides a
useful crosscheck.
Methods are provided for real scalar and vector valued functions. 

Version: 2014.21 
Last change: 20150106 01:49:58+01 
Rev.: 902 

Download:
(.tar.gz) 
(.zip) 
Build status: Current  Stable Release: Get numDeriv 2014.21 from CRAN 

R install command:
install.packages("numDeriv", repos="http://RForge.Rproject.org") 


optextras  A set of tools to support optimization methods
(function minimization with at most bounds and masks).


Tools to assist in safely applying user generated objective and
derivative function to optimization programs. These are primarily function
minimization methods with at most bounds and masks on the parameters.
Provides a way to check the basic computation of objective functions that
the user provides, along with proposed gradient and Hessian functions,
as well as to wrap such functions to avoid failures when inadmissible parameters
are provided. Check bounds and masks. Check scaling or optimality conditions.
Perform an axial search to seek lower points on the objective function surface.
Includes forward, central and backward gradient approximation codes. 

Version: 201310.27 
Last change: 20150427 18:11:32+02 
Rev.: 948 

Download:
(.tar.gz) 
(.zip) 
Build status: Current  Stable Release: Get optextras 201310.28 from CRAN 

R install command:
install.packages("optextras", repos="http://RForge.Rproject.org") 


optimgui  EXPERIMENTAL: A GUI program to assist optimization problems in R


This package aims at building up a GUI to assist the preparation and solution of
optimization problems. Redated to rebuild on Rforge. 

Version: 20118.221 
Last change: 20120314 14:41:06+01 
Rev.: 575 

Download:
(.tar.gz) 
(.zip) 
Build status: Current 

R install command:
install.packages("optimgui", repos="http://RForge.Rproject.org") 


optimz  A Replacement and Extension of the optim Function


Provides a test of replacement and extension of the optim()
function to unify and streamline optimization capabilities in R
for smooth, possibly box constrained functions of several or
many parameters. 

Version: 2016.01.07 
Last change: 20160506 22:15:58+02 
Rev.: 1060 

Download:
(.tar.gz) 
(.zip) 
Build status: Current 

R install command:
install.packages("optimz", repos="http://RForge.Rproject.org") 


optreplace  Trial package to replace optim() function with better codes


NelderMead in optim() has some deficiencies. Can we overload
the function with a better one? 

Version: 2013.723 
Last change: 20130806 15:35:32+02 
Rev.: 750 

Download:
(.tar.gz) 
(.zip) 
Build status: Current 

R install command:
install.packages("optreplace", repos="http://RForge.Rproject.org") 


rootoned  Roots of onedimensional functions in Ronly code


Roots of onedimensional functions in Ronly code. Redated for Rforge. 

Version: 20123.12 
Last change: 20120312 22:30:43+01 
Rev.: 573 

Download:
(.tar.gz) 
(.zip) 
Build status: Current 

R install command:
install.packages("rootoned", repos="http://RForge.Rproject.org") 


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