Add‐in function minimization packages for R
John C. M. Nash · 2014
This chapter talks about Comprehensive R Archive Network (CRAN) and R-Forge that have a number of packages for function minimization. The package optimx is a wrapper package for a number of optimization routines, including several of those included in the base system. One purpose is to unify the calls to a number of useful optimizers into a common syntax and thereby allow their performance comparison in an easy way. The collection of packages for R is large and fluid. The chapter explains nloptr and nloptwrap, and trust and trustOptim. trustOptim is a more recent package that claims to be usable for sparse Hessians. The chapter concludes with a discussion on replacement of optim() routines.