I am looking for an optimization routine that can optimize a non-linear objective function with integer constraints. NuOPT for S-Plus, CPLEX, or Matlab include powerful optimization packages for these kinds of optimizations?

Is there any similar kind of package for R? Or is there an optimization procedure (perhaps genetic algorithms) that can solve this problem?

For what it's worth I'm performing a portfolio mean-variance optimization.

Thanks!

I am looking for an optimization routine that can optimize a non-linear objective function with integer constraints. NuOPT for S-Plus, CPLEX, or Matlab include powerful optimization packages for these kinds of optimizations?

Is there any similar kind of package for R? Or is there an optimization procedure (perhaps genetic algorithms) that can solve this problem?

For what it's worth I'm performing a portfolio mean-variance optimization.

I am looking for an optimization routine that can optimize a non-linear objective function with integer constraints. NuOPT for S-Plus, CPLEX, or Matlab include powerful optimization packages for these kinds of optimizations?

Is there any similar kind of package for R? Or is there an optimization procedure (perhaps genetic algorithms) that can solve this problem?

For what it's worth I'm performing a portfolio mean-variance optimization.

Thanks!

I am looking for an optimization routine that can optimize a non-linear objective function with integer constraints. NuOPT for S-Plus, CPLEX, or Matlab include powerful optimization packages for these kinds of optimizations?

Is there any similar kind of package for R? Or is there an optimization procedure (perhaps genetic algorithms) that can solve this problem?

For what it's worth I'm performing a portfolio mean-variance optimization.

Thanks!

I am looking for an optimization routine that can optimize a non-linear objective function with integer constraints. NuOPT for S-Plus, CPLEX, or Matlab include powerful optimization packages for these kinds of optimizations?

Is there any similar kind of package for R?

For what it's worth I'm performing a portfolio mean-variance optimization if that helps.

Thanks!

I am looking for an optimization routine that can optimize a non-linear objective function with integer constraints. NuOPT for S-Plus, CPLEX, or Matlab include powerful optimization packages for these kinds of optimizations?

Is there any similar kind of package for R? Or is there an optimization procedure (perhaps genetic algorithms) that can solve this problem?

For what it's worth I'm performing a portfolio mean-variance optimization.

Thanks!