The {optimizeR} package provides an object-oriented framework for optimizer functions in R and adds convenience features for minimization and maximization.

You probably do not need this package if you…

• already know which optimizer you want to use and are comfortable with its constraints, such as minimization only over the first function argument;
• want to compare optimizers that are already covered by {optimx}, a framework for comparing about 30 optimizers;
• are searching for new optimization algorithms, because this package does not implement optimizer functions itself.

You might find the package useful if you want to…

• compare optimizer functions not covered by {optimx} or other frameworks (see the CRAN Task View: Optimization and Mathematical Programming for an overview);
• have consistently named inputs and outputs across different optimizers;
• view optimizers as objects, which can help when implementing packages that depend on optimization;
• use optimizers for both minimization and maximization,
• optimize over more than one function argument,
• measure computation time or set a time limit for long optimization tasks.

How to use the package?

The following demo is a bit artificial, but it showcases the package purpose. Assume we want to

• maximize a function over two of its arguments,
• interrupt optimization if it exceeds 10 seconds,
• compare the performance of stats::nlm and pracma::nelder_mead.

We can do this task with {optimizeR}. You can install the released package version from CRAN with:

install.packages("optimizeR")

Then load the package via library("optimizeR").

1. Define the objective function

Let