| nloptr-package | R interface to NLopt |
| auglag | Augmented Lagrangian Algorithm |
| bobyqa | Bound Optimization by Quadratic Approximation |
| ccsaq | Conservative Convex Separable Approximation with Affine Approximation plus Quadratic Penalty |
| 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 |