These package are distributed in the hope that they may be useful to some. The usual disclaimers apply (downloading and installing this software is at your own risk, and no support or guarantee is provided, I don't take liability and so on), but please if you have any problems, suggestions, comments, etc.

nloptr

R package to perform non-linear optimization in R using an interface to the NLopt library.

ipoptr

R package to perform non-linear optimization in R using an interface to the Ipopt library.

SparseGrid

R package to create sparse grids for numerical integration in many dimensons.