Welcome to Optimization and solving packages project!

OPTIMIZER contains experimental and development versions of R optimization packages, esp. unconstrained or box constrained problems and utilities for testing of functions, evaluating proposed solutions, and improved optimization interfaces.

The project summary page you can find here.

Packages for optimization and solution of nonlinear systems of equations include

• - large scale optimization with box constraints
• - exterior point method for general constraint optimization
• - sequential quadratic programming with box constraints
• - conjugate gradient optimization with box constraints
• - fixed point methods
• - large scale equation solving via Barzilai-Borwein Spectral Methods for solving nonlinear system of equations
• - multi-objective optimization for Nash equilibrium

Packages for utils functions include

• - KKT condition testing
• - numerical derivative routine
• - a common interface for optimization methods