SCM

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: R-Forge 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 R-Forge, you have to switch to the most recent version of R or, alternatively, install from the package sources (.tar.gz).

Packages

BB

Solving and Optimizing Large-Scale Nonlinear Systems

  Barzilai-Borwein 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: 2019.10-1 | Last change: 2019-10-17 20:43:10+02 | Rev.: 1844
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get BB 2019.10-1 from CRAN
  R install command: install.packages("BB", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


GNE

Computation of Generalized Nash Equilibria

  Compute standard and generalized Nash Equilibria of non-cooperative games. Optimization methods available are nonsmooth reformulation, fixed-point formulation, minimization problem and constrained-equation reformulation. See e.g. Kanzow and Facchinei (2010), .
  Version: 0.99-6 | Last change: 2023-03-31 09:26:36+02 | Rev.: 1919
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get GNE 0.99-5 from CRAN
  R install command: install.packages("GNE", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


GPArotation

GPA Factor Rotation

  Gradient Projection Algorithm Rotation for Factor Analysis. See ?GPArotation.Intro for more details.
  Version: 2015.7-1 | Last change: 2021-04-17 16:40:28+02 | Rev.: 1884
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get GPArotation 2024.3-1 from CRAN
  R install command: install.packages("GPArotation", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


NISTO

Nonlinear least squares and function minimization examples from NIST

  Datasets for testing nonlinear regression routines. Version of 2009-02-10 redated to build on R-forge. Originally packaged: 2009-08-03 by John C. Nash.
  Version: 2016-10-26 | Last change: 2017-11-23 15:16:05+01 | Rev.: 1650
  Download: linux(.tar.gz) | windows(.zip) | Build status: Failed to build
  R install command: install.packages("NISTO", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


NISTopt

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

  Datasets for testing nonlinear regression routines. Version of 2009-02-10 redated to build on R-forge.
  Version: 2016-10-26 | Last change: 2017-10-10 04:36:30+02 | Rev.: 1648
  Download: linux(.tar.gz) | windows(.zip) | Build status: Failed to build
  R install command: install.packages("NISTopt", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


Rcgmin

Conjugate Gradient Minimization of Nonlinear Functions with Box Constraints

  Conjugate gradient minimization of nonlinear functions with box constraints using Dai/Yuan update.
  Version: 2022-4.30 | Last change: 2022-05-11 01:44:30+02 | Rev.: 1893
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get Rcgmin 2022-4.30 from CRAN
  R install command: install.packages("Rcgmin", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


Roptanimation

Experimental development of visualization of optimization

  Provides R code to animate the current polygon for which the largest area is desired subject to vertices of the polygon no further than 1 unit apart while the optimization is taking place. The code or ideas are intended to be transferred to other packages once working.
  Version: 2016-11.30 | Last change: 2018-01-30 20:12:13+01 | Rev.: 1676
  Download: linux(.tar.gz) | windows(.zip) | Build status: Failed to build
  R install command: install.packages("Roptanimation", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


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: 2018-3.28 | Last change: 2018-03-29 20:09:29+02 | Rev.: 1718
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get Rtnmin 2016-7.7 from CRAN
  R install command: install.packages("Rtnmin", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


Rvmmin

Variable Metric Nonlinear Function Minimization

  Variable metric nonlinear function minimization with bounds constraints.
  Version: 2018-11.8 | Last change: 2018-11-13 16:04:45+01 | Rev.: 1774
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get Rvmmin 2018-4.17.1 from CRAN
  R install command: install.packages("Rvmmin", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


SQUAREM

Squared extrapolation methods for accelerating fixed-point 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: 2010.9-1 | Last change: 2012-04-05 02:08:44+02 | Rev.: 590
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get SQUAREM 2021.1 from CRAN
  R install command: install.packages("SQUAREM", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


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: 2010.7-1 | Last change: 2010-08-12 20:55:51+02 | Rev.: 376
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get alabama 2023.1.0 from CRAN
  R install command: install.packages("alabama", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


dfoptim

Derivative-free Optimization

  Derivative-Free optimization algorithms. These algorithms do not require gradient information. More importantly, they can be used to solve non-smooth optimization problems.
  Version: 2013.9-24 | Last change: 2013-09-26 19:42:55+02 | Rev.: 773
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get dfoptim 2023.1.0 from CRAN
  R install command: install.packages("dfoptim", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


gloptim

Global Optimization Wrapper to Call a Variety of Solvers

  Allows various global optimization methods to be applied to problems through a unified calling syntax.
  Version: 2017.06-16 | Last change: 2018-03-18 17:04:52+01 | Rev.: 1684
  Download: linux(.tar.gz) | windows(.zip) | Build status: Failed to build
  R install command: install.packages("gloptim", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


gradmin

General Gradient Approach for Function Minimization

  Gradient minimization methods have a wide variety of motivations and methods. This package attempts to provide a way to explore these ideas fairly easily. There is no specific effort to provide a high performance, but rather to allow the different approaches to be compared.
  Version: 2017-4.17 | Last change: 2017-10-10 04:36:30+02 | Rev.: 1648
  Download: linux(.tar.gz) | windows(.zip) | Build status: Failed to build
  R install command: install.packages("gradmin", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


lbfgsb3

Limited Memory BFGS Minimizer with Bounds on Parameters

  Interfacing to Nocedal et al. L-BFGS-B.3.0 (2011) limited memory BFGS minimizer with bounds on parameters.
  Version: 2020-2.20 | Last change: 2020-04-03 00:55:30+02 | Rev.: 1864
  Download: linux(.tar.gz) | windows(.zip) | Build status: Failed to build | Stable Release: Get lbfgsb3 2015-2.13.1 from CRAN
  R install command: install.packages("lbfgsb3", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


Old Version: 2015-2.13 | Last change: 2015-02-14 19:30:03
Old Version Download: linux(.tar.gz) | windows(.zip)

minqa

Derivative-free optimization algorithms by quadratic approximation

  Derivative-free optimization by quadratic approximation based on an interface to Fortran implementations by M. J. D. Powell.
  Version: 1.2.1 | Last change: 2018-08-29 18:15:53+02 | Rev.: 1766
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get minqa 1.2.6 from CRAN
  R install command: install.packages("minqa", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


nlsr

Functions for Nonlinear Least Squares Solutions

  Provides tools for working with nonlinear least squares problems. It is intended to eventually supersede the nls() function in the R distribution. For example, nls() specifically does NOT deal with small or zero residual problems as its Gauss-Newton method frequently stops with singular gradient messages. nlsr is based on the now-deprecated package nlmrt, and has refactored functions and R-language symbolic derivative features.
  Version: 2022.6.16 | Last change: 2022-07-20 21:57:08+02 | Rev.: 1908
  Download: linux(.tar.gz) | windows(.zip) | Build status: Failed to build | Stable Release: Get nlsr 2023.8.31 from CRAN
  R install command: install.packages("nlsr", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


Old Version: 2021.8.19 | Last change: 2022-06-16 19:18:08
Old Version Download: linux(.tar.gz) | windows(.zip)

nltestprob

Nonlinear Least Squares, Equations and Function Minimization Tests

  Structured tests for nonlinear least squares, nonlinear equations, and nonlinear function minimization problems.
  Version: 2016-10-26 | Last change: 2017-11-22 18:52:08+01 | Rev.: 1649
  Download: linux(.tar.gz) | windows(.zip) | Build status: Failed to build
  R install command: install.packages("nltestprob", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


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 cross-check. Methods are provided for real scalar and vector valued functions.
  Version: 2022.9-1 | Last change: 2022-09-27 22:51:03+02 | Rev.: 1909
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get numDeriv 2016.8-1.1 from CRAN
  R install command: install.packages("numDeriv", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


optextras

Tools to Support Optimization Possibly with 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: 2019-12.4 | Last change: 2020-01-20 00:42:15+01 | Rev.: 1857
  Download: linux(.tar.gz) | windows(.zip) | Build status: Failed to build | Stable Release: Get optextras 2019-12.4 from CRAN
  R install command: install.packages("optextras", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


Old Version: 2019-12.4 | Last change: 2019-12-30 18:00:03
Old Version Download: linux(.tar.gz) | windows(.zip)

rootoned

Roots of one-dimensional functions in R-only code

  Roots of one-dimensional functions in R-only code. Redated for R-forge. Minor fix in 2018 to avoid zero-divide.
  Version: 2018-8.28 | Last change: 2020-08-01 04:12:14+02 | Rev.: 1867
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current
  R install command: install.packages("rootoned", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


snewton

Safeguarded Newton Approach for Function Minimization

  Several safeguarded Newton methods for function minimization are implemented.
  Version: 2018-3.29 | Last change: 2018-03-30 19:21:42+02 | Rev.: 1724
  Download: linux(.tar.gz) | windows(.zip) | Build status: Failed to build
  R install command: install.packages("snewton", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


Old Version: 2017-7.20 | Last change: 2017-10-07 17:32:03
Old Version Download: linux(.tar.gz) | windows(.zip)

 

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