Other optimization packages

There are a lot more packages available to solve optimization problems in R. Here is a short table summary of the packages or functions that will help you pick the best package and/or function for your optimization problem:

	Linear Objective	Quadratic Objective	Non-linear Objective	Heuristic Approachs
No contraints, Box constraints			optim optimize nlminb	DEoptim rgenoud NMOF
Linear constraints		quadprog LowRankQP	constrOptim
Linear, integer constraints	Boot lpSolve lpSolveAPI linprog limSolve
Quadratic constraints		Rcplex Rmosek
Semi-definite	Rcsdp
Non-linear constraints			Rsolnp

Note

You can also go to http://cran.rproject.org/web/views/Optimization.html to visit the Optimization and Mathematical Programming web page for a more complete and up-to-date list of the packages available to solve optimization problems.