modeling language for optimization problems

Does anyone know whether R has its own modeling language for optimization
problems (like SIMPLE in NuOPT for S-plus)?

No.  Note that SIMPLE is the language of NUOPT, not of S-PLUS.  There is 
an (extra-cost) interface module S+NUOPT, but it is an interface to 
NUOPT's engine.

As far as I am aware R itself covers almost none of the ground of S+NUOPT, 
and available packages cover only a small part of it.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595