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http://cran-proyect.org/web/views/optimization.html
CRAN Task View: Optimization and Mathematical Programming
This CRAN task view contains a list of packages which offer facilities for
solvingoptimization problems. Although every regression model in statistics ...
http://cran.r-project.org/view=Optimization - 30k - Páginas similares

CRAN Task View: Optimization and MathematicalProgramming
Maintainer: | Stefan Theussl |
Contact: | Stefan.Theussl at wu.ac.at |
Version: | 2011-04-12 |

Mathematical Programming Solvers
This section provides an overview of open source as wellas commercial optimizers. Which type of mathematical programming problem can be solved by a certain package or function can be seen from the abbreviations in square brackets. For a classification bysubject see the list at the end of this task view.
* Package linprog solves linear programming problems using the function solveLP() (the solver is based on lpSolve) and can read model files inMPS format. [LP]
* In package quadprog solve.QP() solves quadratic programming problems with linear equality and inequality constraints. [QP]
* BB contains the function spg() providing aspectral projected gradient method for large scale optimization with simple constraints. It takes a nonlinear objective function as an argument as well as basic constraints. Furthermore, BB contains twofunctions ( dfsane() and sane()) for using the spectral gradient method for solving a nonlinear system of equations.
* In the boot package there is a routine called simplex() which realizes thetwo-phase tableau simplex method for (relatively small) linear programming problems. [LP]
* kernlab contains the function ipop for solving quadratic programming problems using interior pointmethods. [IPM, QP]
* limSolve offers to solve linear or quadratic optimization functions. [LP, QP]
* LowRankQP primal/dual interior point method solving quadratic programming problems [IPM, QP]...