There are a lot more packages available to solve optimization problems in R. Here is a short table summary of the packages or functions that will help you pick the best package and/or function for your optimization problem:
|
Linear Objective |
Quadratic Objective |
Non-linear Objective |
Heuristic Approachs | |
|---|---|---|---|---|
|
No contraints, Box constraints |
optim optimize nlminb |
DEoptim rgenoud NMOF | ||
|
Linear constraints |
quadprog LowRankQP |
constrOptim | ||
|
Linear, integer constraints |
Boot lpSolve lpSolveAPI linprog limSolve | |||
|
Quadratic constraints |
Rcplex Rmosek | |||
|
Semi-definite |
Rcsdp | |||
|
Non-linear constraints |
Rsolnp |
Note
You can also go to http://cran.rproject.org/web/views/Optimization.html to visit the Optimization and Mathematical Programming web page for a more complete and up-to-date list of the packages available to solve optimization problems.