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ipoptr icon ipoptr

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 with nonlinear constraints and lower and upper bounds for the controls. Ipopt is written in C++ and is released as open source code under the Eclipse Public License (EPL). It is available from the COIN-OR initiative. The code has been written by Carl Laird and Andreas Waechter, who is the COIN project leader for Ipopt.

notes icon notes

Notes on installation and usage of different software.

sparsegrid icon sparsegrid

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://www.sparse-grids.de

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