R solver for non linear constraints

Question

Is there R solver function similar to solve.QP but for non linear constraints? Also, is there another generic solver for cubic or higher degree contraints and minimum/maximum functions?

Answer 1

Here are a few suggestions copied verbatim from the Optimisation Task View on CRAN:

• Rsolnp is currently being developed on R-Forge in project rino. This package offers general nonlinear optimization using the augmented lagrange multiplier method.
• In package Rdonlp2 function donlp2(), a wrapper for the DONLP2 solver, offers the minimization of smooth nonlinear functions and constraints. DONLP2 can be used freely for any kind of research purposes, otherwise it requires licensing.