The Controlled Random Search (CRS) algorithm (and in particular, the CRS2 variant) with the ‘local mutation’ modification.
● Data Source:
CranContrib
● Keywords:
● Alias: crs2lm
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Shifted limited-memory variable-metric algorithm.
● Data Source:
CranContrib
● Keywords:
● Alias: varmetric
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This function compares the analytic gradients of a function with a finite difference approximation and prints the results of these checks.
● Data Source:
CranContrib
● Keywords: interface, optimize
● Alias: check.derivatives
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COBYLA is an algorithm for derivative-free optimization with nonlinear inequality and equality constraints (but see below).
● Data Source:
CranContrib
● Keywords:
● Alias: cobyla
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Subplex is a variant of Nelder-Mead that uses Nelder-Mead on a sequence of subspaces.
● Data Source:
CranContrib
● Keywords:
● Alias: sbplx
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This function prints a list of all the options that can be set when solving a minimization problem using nloptr .
● Data Source:
CranContrib
● Keywords: interface, optimize
● Alias: nloptr.print.options
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The Improved Stochastic Ranking Evolution Strategy (ISRES) algorithm for nonlinearly constrained global optimization (or at least semi-global: although it has heuristics to escape local optima.
● Data Source:
CranContrib
● Keywords:
● Alias: isres
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The Augmented Lagrangian method adds additional terms to the unconstrained objective function, designed to emulate a Lagrangian multiplier.
● Data Source:
CranContrib
● Keywords:
● Alias: auglag
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This function returns a data.frame with all the options that can be supplied to nloptr . The data.frame contains the default values of the options and an explanation. A user-friendly way to show these options is by using the function nloptr.print.options .
● Data Source:
CranContrib
● Keywords: interface, optimize
● Alias: nloptr.get.default.options
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BOBYQA performs derivative-free bound-constrained optimization using an iteratively constructed quadratic approximation for the objective function.
● Data Source:
CranContrib
● Keywords:
● Alias: bobyqa
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