Optimization and Mathematical Programming - CRAN Task View

rBayesianOptimization

Bayesian Optimization of Hyperparameters

Version 1.2.2

quadprogXT

Quadratic Programming with Absolute Value Constraints

Version 0.0.6

Rglpk

R/GNU Linear Programming Kit Interface

Version 0.6-5.1

rgenoud

R Version of GENetic Optimization Using Derivatives

Version 5.9-0.11

sna

Tools for Social Network Analysis

Version 2.8

ROI.plugin.neos

'NEOS' Plug-in for the 'R' Optimization Interface

Version 1.0-2

lbfgsb3c

Limited Memory BFGS Minimizer with Bounds on Parameters with optim() '...

Version 2024-3.5

osqp

Quadratic Programming Solver using the 'OSQP' Library

Version 1.0.0

ROI.plugin.qpoases

'qpOASES' Plugin for the 'R' Optimization Infrastructure

Version 1.0-3

Rdsdp

R Interface to DSDP Semidefinite Programming Library

Version 1.0.6

ROI

R Optimization Infrastructure

Version 1.0-2

Rcsdp

R Interface to the CSDP Semidefinite Programming Library

Version 0.1.57.6

Rcplex

R Interface to CPLEX

Version 0.3-8

qap

Heuristics for the Quadratic Assignment Problem (QAP)

Version 0.1-2

rneos

XML-RPC Interface to NEOS

Version 0.4-1

roptim

General Purpose Optimization in R using C++

Version 0.1.7

trustOptim

Trust Region Optimization for Nonlinear Functions with Sparse Hessians

Version 0.8.7.4

soma

General-Purpose Optimisation with the Self-Organising Migrating Algori...

Version 1.2.1

pso

Particle Swarm Optimization

Version 1.0.4

psqn

Partially Separable Quasi-Newton

Version 0.3.2

Rsymphony

SYMPHONY in R

Version 0.1-33

stochQN

Stochastic Limited Memory Quasi-Newton Optimizers

Version 0.1.2-1

quadprog

Functions to Solve Quadratic Programming Problems

Version 1.5-8

Rmosek

The R to MOSEK Optimization Interface

Version 1.3.5

RCEIM

R Cross Entropy Inspired Method for Optimization

Version 0.3

psoptim

Particle Swarm Optimization

Version 1.0

Rsolnp

General Non-Linear Optimization

Version 2.0.1

optmatch

Functions for Optimal Matching

Version 0.10.8

matchingR

Matching Algorithms in R and C++

Version 2.0.0

GA

Genetic Algorithms

Version 3.2.5

gslnls

GSL Multi-Start Nonlinear Least-Squares Fitting

Version 1.4.2

neldermead

R Port of the 'Scilab' Neldermead Module

Version 1.0-13

graDiEnt

Stochastic Quasi-Gradient Differential Evolution Optimization

Version 1.0.1

nlsic

Non Linear Least Squares with Inequality Constraints

Version 1.2.0

GenSA

R Functions for Generalized Simulated Annealing

Version 1.1.15

Rmalschains

Continuous Optimization using Memetic Algorithms with Local Search Cha...

Version 0.2-11

quantreg

Quantile Regression

Version 6.1

dclone

Data Cloning and MCMC Tools for Maximum Likelihood Methods

Version 2.3-3

calibrar

Automated Parameter Estimation for Complex Models

Version 0.9.0

coneproj

Primal or Dual Cone Projections with Routines for Constrained Regressi...

Version 1.23

subplex

Unconstrained Optimization using the Subplex Algorithm

Version 1.9

nls2

Non-Linear Regression with Brute Force

Version 0.3-4

mize

Unconstrained Numerical Optimization Algorithms

Version 0.2.5

minqa

Derivative-Free Optimization Algorithms by Quadratic Approximation

Version 1.2.8

nnls

The Lawson-Hanson Algorithm for Non-Negative Least Squares (NNLS)

Version 1.6

GPareto

Gaussian Processes for Pareto Front Estimation and Optimization

Version 1.1.9

NMOF

Numerical Methods and Optimization in Finance

Version 2.11-0

optimx

Expanded Replacement and Extension of the 'optim' Function

Version 2025-4.9

FLSSS

Mining Rigs for Problems in the Subset Sum Family

Version 9.3.0

boot

Bootstrap Functions

Version 1.3-32

scs

Splitting Conic Solver

Version 3.2.7

cccp

Cone Constrained Convex Problems

Version 0.3-3

neighbours

Neighbourhood Functions for Local-Search Algorithms

Version 0.1-5

mcga

Machine Coded Genetic Algorithms for Real-Valued Optimization Problems

Version 3.0.9

matchingMarkets

Analysis of Stable Matchings

Version 1.0-5

scip

Interface to the SCIP Optimization Suite

Version 1.10.0-4

BB

Solving and Optimizing Large-Scale Nonlinear Systems

Version 2026.1.0

caRamel

Automatic Calibration by Evolutionary Multi Objective Algorithm

Version 1.5

clue

Cluster Ensembles

Version 0.3-68

ECOSolveR

Embedded Conic Solver in R

Version 0.6.1

highs

'HiGHS' Optimization Solver

Version 1.14.0-2

igraph

Network Analysis and Visualization

Version 2.3.3

irace

Iterated Racing for Automatic Algorithm Configuration

Version 4.4.3

limSolve

Solving Linear Inverse Models

Version 2.0.3

lpSolveAPI

R Interface to 'lp_solve' Version 5.5.2.0

Version 5.5.2.0-17.15

lsei

Solving Least Squares or Quadratic Programming Problems under Equality...

Version 1.3-1

ManifoldOptim

An R Interface to the 'ROPTLIB' Library for Riemannian Manifold Optimi...

Version 1.0.2

mlrMBO

Bayesian Optimization and Model-Based Optimization of Expensive Black-...

Version 1.1.6

moocore

Core Mathematical Functions for Multi-Objective Optimization

Version 0.3.2

n1qn1

Port of the 'Scilab' 'n1qn1' Module for Unconstrained BFGS Optimizatio...

Version 6.0.1-14

nlsr

Functions for Nonlinear Least Squares Solutions - Updated 2022

Version 2026.4.29

optimflex

Derivative-Based Optimization with User-Defined Convergence Criteria

Version 0.1.7

optimizeR

Unified Framework for Numerical Optimizers

Version 1.3.0

piqp

R Interface to Proximal Interior Point Quadratic Programming Solver

Version 0.6.2

RcppDE

Global Optimization by Differential Evolution in C++

Version 0.1.9

RcppNumerical

'Rcpp' Integration for Numerical Computing Libraries

Version 0.7-0

REBayes

Empirical Bayes Estimation and Inference

Version 2.60

rmoo

Multi-Objective Optimization in R

Version 0.3.2

smoof

Single and Multi-Objective Optimization Test Functions

Version 1.7.0

TreeDist

Calculate and Map Distances Between Phylogenetic Trees

Version 2.14.1

trust

Trust Region Optimization

Version 0.1-9

TSP

Infrastructure for the Traveling Salesperson Problem

Version 1.2.7

ucminf

General-Purpose Unconstrained Non-Linear Optimization

Version 1.2.3

crs

Categorical Regression Splines

Version 0.15-46

DEoptimR

Differential Evolution Optimization in Pure R

Version 1.2-1

clarabel

Interior Point Conic Optimization Solver

Version 0.11.3

CVXR

Disciplined Convex Optimization

Version 1.9.2

ABCoptim

Implementation of Artificial Bee Colony (ABC) Optimization

Version 0.15.0

adagio

Discrete and Global Optimization Routines

Version 0.9.2

emoa

Evolutionary Multiobjective Optimization Algorithms

Version 0.5-3

bvls

The Stark-Parker algorithm for bounded-variable least squares

Version 1.4

CEoptim

Cross-Entropy R Package for Optimization

Version 1.3

cmaes

Covariance Matrix Adapting Evolutionary Strategy

Version 1.0-12

cmaesr

Covariance Matrix Adaptation Evolution Strategy

Version 1.0.3

CGNM

Cluster Gauss-Newton Method

Version 0.9.3

desirability

Function Optimization and Ranking via Desirability Functions

Version 2.1

DEoptim

Global Optimization by Differential Evolution

Version 2.2-8

dfoptim

Derivative-Free Optimization

Version 2023.1.0

Dykstra

Quadratic Programming using Cyclic Projections

Version 1.0-0

nspmix

Nonparametric and Semiparametric Mixture Estimation

Version 2.0-0

ecr

Evolutionary Computation in R

Version 2.1.1

ompr

Model and Solve Mixed Integer Linear Programs

Version 1.0.4

nloptr

R Interface to NLopt

Version 2.2.1

genalg

R Based Genetic Algorithm

Version 0.2.1

globalOptTests

Objective functions for benchmarking the performance of global optimiz...

Version 1.1

gsl

Wrapper for the Gnu Scientific Library

Version 2.1-9

isotone

Active Set and Generalized PAVA for Isotone Optimization

Version 1.1-2

kofnGA

A Genetic Algorithm for Fixed-Size Subset Selection

Version 1.3

rcdd

Computational Geometry

Version 1.6-1

lbfgs

Limited-memory BFGS Optimization

Version 1.2.1.2

linprog

Linear Programming / Optimization

Version 0.9-6

LowRankQP

Low Rank Quadratic Programming

Version 1.0.6

lpSolve

Interface to 'Lp_solve' v. 5.5 to Solve Linear/Integer Programs

Version 5.6.23

MaOEA

Many Objective Evolutionary Algorithm

Version 0.6.2

marqLevAlg

A Parallelized General-Purpose Optimization Based on Marquardt-Levenbe...

Version 2.0.8

maxLik

Maximum Likelihood Estimation and Related Tools

Version 1.5-2.2

mco

Multiple Criteria Optimization Algorithms and Related Functions

Version 1.17

metaheuristicOpt

Metaheuristic for Optimization

Version 2.0.0

minpack.lm

R Interface to the Levenberg-Marquardt Nonlinear Least-Squares Algorit...

Version 1.2-4

mixsqp

Sequential Quadratic Programming for Fast Maximum-Likelihood Estimatio...

Version 0.3-54

ao

Alternating Optimization

Version 1.2.3

nilde

Nonnegative Integer Solutions of Linear Diophantine Equations with App...

Version 1.1-7

NlcOptim

Solve Nonlinear Optimization with Nonlinear Constraints

Version 0.6

tabuSearch

Tabu Search Algorithm for Binary Configurations

Version 1.2.0

nonneg.cg

Non-Negative Conjugate-Gradient Minimizer

Version 0.1.6-1

optimParallel

Parallel Version of the L-BFGS-B Optimization Method

Version 1.0-3

alabama

Constrained Nonlinear Optimization

Version 2025.1.0

optimsimplex

R Port of the 'Scilab' Optimsimplex Module

Version 1.0-8

onls

Orthogonal Nonlinear Least-Squares Regression

Version 0.1-4

OOR

Optimistic Optimization in R

Version 0.1.4

parma

Portfolio Allocation and Risk Management Applications

Version 1.7