R equivalent of MATLAB's fmincon for constrained optimization?

Question

Is there an equivalent to the MATLAB function fmincon() which finds the minimum of a constrained non-linear function (with linear equality AND inequality constraints) in R?

I can rule out constrOptim (doesn't support equality constraints) and quadprog (only quadratic functions) which are listed on the R Optimization task page.

Pogey

Answer 1

The package nloptr is an R interface to NLopt, a library for nonlinear optimization with algorithms for unconstrained optimization, bound-constrained optimization, and general nonlinear inequality/equality constraints.

Disgust

Answer 2

There is also a package called pracma which includes fmincon() function similar to Matlab version.

Hoodwink