Is there an equivalent to the MATLAB function fmincon () that finds the minimum of a bounded nonlinear function (with linear equality AND inequalities) in R?
I can exclude constrOptim (does not support equality constraints) and quadprog (only quadratic functions), which are listed in R Optimization Problem p.
The package nloptris the R interface for NLopt , a library for nonlinear optimization with algorithms for unlimited optimization, limited optimization, and general nonlinear inequalities / equality constraints.
nloptr