Nonlinear Optimization in R using nlopt

TL;DR

This paper demonstrates how to perform nonlinear constrained optimization in R using the open-source nloptr package, including various examples to illustrate its application.

Contribution

It introduces the use of the nloptr package for nonlinear constrained optimization in R, with practical examples.

Findings

Successful application of nloptr for nonlinear constrained problems

Demonstrated flexibility with bounds and constraints

Provided practical examples for users

Abstract

In this article, we present a problem of nonlinear constraint optimization with equality and inequality constraints. Objective functions are defined to be nonlinear and optimizers may have a lower and upper bound. We solve the optimization problem using the open-source R package nloptr. Several examples have been presented.