Most people seeking to do optimization in R eventually find
optim. However some caution should be used. First, buried in the help for
optim is this note: "
optim will work with one-dimensional pars, but the default method does not work well (and will warn). Use
For those looking for a multi-criteria optimizer, mco is a good option, and frequently finds better solutions than
optim for single criteria problems.
A comparison by Mike Prager of the NMFS Southeast Fisheries Science Center found that the function
optim as shown in the figure at right.