List of optimizers that we might want to consider

[kerschke]

As time goes by, more and more optimizers are coming up (lately especially in the multi-objective scenarios). So, I suggest we should at least start to list them here, so we remember them, once we finally start to work on this package ;-)

Single-Objective:

• CMA-ES (in all its variants, e.g. IPOP-CMA-ES, but I guess that shouldn't be a problem, given your cmaesr-package)
• local search algorithms (e.g. BFGS from optim)
• differential evolution (DEoptim)
• simulated annealing (GenSA)
• tabu search?
• particle swarm (pso or psoptim)
• ant colony optimizer
• bee colony optimizer

Multi-Objective:

• NSGA2, NSGA3, EliteNSGA3
• SMS-EMOA
• PESA-2
• MO-CMA-ES
• HIGA-MO
• at least some of the variety of EDAs
• some indicator-based MOEAs (maybe "just" create a nice modularized MOEA, which the user can plug together)

[jakobbossek]

See task view on optimization in R for a comprehensive overview.