The NMOF          package provides functions, examples and data          from                       Numerical Methods in Finance                     by Manfred Gilli, Dietmar Maringer and          Enrico Schumann (2011), including the different optimization heuristics such as          Differential Evolution, Genetic Algorithms, Particle Swarms, and Threshold Accepting.         
The FRAPO          package provides data sets and code for the         book                       Financial Risk Modelling and Portfolio Optimization with         R                     by Bernhard Paff (2013).