# R interface to NLopt

## Documentation for package ‘nloptr’ version 1.0.4

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

nloptr-package | R interface to NLopt
auglag | Augmented Lagrangian Algorithm
bobyqa | Bound Optimization by Quadratic Approximation
check.derivatives | Check analytic gradients of a function using finite difference approximations
cobyla | Constrained Optimization by Linear Approximations
crs2lm | Controlled Random Search
direct | DIviding RECTangles Algorithm for Global Optimization
directL | DIviding RECTangles Algorithm for Global Optimization
is.nloptr | R interface to NLopt
isres | Improved Stochastic Ranking Evolution Strategy
lbfgs | Low-storage BFGS
mlsl | Multi-level Single-linkage
mma | Method of Moving Asymptotes
neldermead | Nelder-Mead Simplex
newuoa | New Unconstrained Optimization with quadratic Approximation
nl.grad | Numerical Gradients and Jacobians
nl.jacobian | Numerical Gradients and Jacobians
nl.opts | Setting NL Options
nloptr | R interface to NLopt
nloptr.get.default.options | Return a data.frame with all the options that can be supplied to nloptr.
nloptr.print.options | Print description of nloptr options
print.nloptr | Print results after running nloptr
sbplx | Subplex Algorithm
slsqp | Sequential Quadratic Programming (SQP)
stogo | Stochastic Global Optimization
tnewton | Preconditioned Truncated Newton
varmetric | Shifted Limited-memory Variable-metric