title: right R package for portfolio optimization using nonlinear constraints
body: <p>I am currently looking at rewriting a commercial "back-box" portfolio optimiser, data in -> results out. I want to move away and use my own R version of it, so far a have to implementations working for my equality constraints, "solve.QP" and "constrOptim". </p>
  
  <p>My problem now is the more I move towards nonlinear constraints (especially turnover limitations and transaction costs) the less information I find, would be great if someone could recommend a package, best case already a finance package or a more general mathematical one. The few packages I read along the lines so far were, "nloptr","fportfolio" and sometimes "rmetrics".</p>
  
  <p>Any examples would also be highly appreciated.</p>
  
  <p>thanks     </p>