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good numerical optimization to use in R?

3 messages · Michael, Ravi Varadhan, Spencer Graves

Original
Michael
# 
Hi all,

Could anybody point me to a good/robust numerical optimization program
to use in R?

I am doing some MLE fitting. Thanks!
Ravi Varadhan
# 
What kind of optimization problem are you trying to solve?

For smooth, nonlinear optimization, with box-constraints - optim(), nlminb(), spg()

For smooth, nonlinear optimization, with linear inequality constraints - constrOptim()

For smooth, nonlinear optimization, with equality and/or inequality constraints - Rdonlp2

See the CRAN Task View: Optimization and Mathematical Programming for more information.

Ravi.
____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- Original Message -----
From: Michael <comtech.usa at gmail.com>
Date: Thursday, May 21, 2009 7:17 pm
Subject: [R] good numerical optimization to use in R?
To: r-help <R-help at stat.math.ethz.ch>
Spencer Graves
# 
Have you tried the "maxLik" package?  If that is not adequate, you 
can check "CRAN Task View: Optimization and Mathematical Programming" 
(http://cran.fhcrc.org/web/views/Optimization.html).  Or try the new 
"RSiteSearch.function" in the "RSiteSearch" package.  If none of these 
adequate, please provide another post with more detail about what you've 
tried and why it does not seem adequate, preferably providing provide 
commented, minimal, self-contained, reproducible code, as suggeste in 
the posting guide "http://www.R-project.org/posting-guide.html". 


      Hope this helps. 
      Spencer
Michael wrote: