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nloptr provides an R interface to NLopt, a free/open-source library for nonlinear optimization providing a common interface to a number of different optimization routines which can handle nonlinear…
ipoptr is an R interface to Ipopt (Interior Point Optimizer), an open source software package for large-scale nonlinear optimization. It can be used to solve general nonlinear programming problems …
Sparse grids can be used to numerically approximate integrals of high dimension, with fewer nodes than grids constructed by a product rule. SparseGrid is an R translation of the Matlab code on http…
Notes on installation and usage of different software.