R help - May 2009 - good numerical optimization to use in R?

Hi all,

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

I am doing some MLE fitting. Thanks!

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>

> Hi all,
>  
>  Could anybody point me to a good/robust numerical optimization program
>  to use in R?
>  
>  I am doing some MLE fitting. Thanks!
>  
>  ______________________________________________
>  R-help at r-project.org mailing list
>  
>  PLEASE do read the posting guide 
>  and provide commented, minimal, self-contained, reproducible code.

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:
> Hi all,
>
> Could anybody point me to a good/robust numerical optimization program
> to use in R?
>
> I am doing some MLE fitting. Thanks!
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>