Trust Region Optimization for Nonlinear Functions with Sparse Hessians [R package trustOptim version 0.8.7.3]

Michael Braun

trustOptim: Trust Region Optimization for Nonlinear Functions with Sparse Hessians

Trust region algorithm for nonlinear optimization. Efficient when the Hessian of the objective function is sparse (i.e., relatively few nonzero cross-partial derivatives). See Braun, M. (2014) <doi:10.18637/jss.v060.i04>.

Version: 0.8.7.3

Depends: R (≥ 3.6)

Imports: Matrix (≥ 1.2.18), Rcpp (≥ 1.0.3), methods

LinkingTo: Rcpp, RcppEigen (≥ 0.3.3.7.0)

Suggests: testthat, knitr

Published: 2021年10月11日

DOI: 10.32614/CRAN.package.trustOptim

Author: Michael Braun ORCID iD [aut, cre, cph]

Maintainer: Michael Braun <braunm at smu.edu>

BugReports: https://github.com/braunm/trustOptim/issues

License: MPL (≥ 2.0)

URL: https://braunm.github.io/trustOptim/, https://github.com/braunm/trustOptim/

NeedsCompilation: yes

SystemRequirements: C++11

Citation: trustOptim citation info

Materials: NEWS

In views: Optimization

CRAN checks: trustOptim results

Documentation:

Reference manual: trustOptim.html , trustOptim.pdf

Vignettes: Using trustOptim (source, R code)
Quick demo (source, R code)

Downloads:

Package source: trustOptim_0.8.7.3.tar.gz

Windows binaries: r-devel: trustOptim_0.8.7.3.zip, r-release: trustOptim_0.8.7.3.zip, r-oldrel: trustOptim_0.8.7.3.zip

macOS binaries: r-release (arm64): trustOptim_0.8.7.3.tgz, r-oldrel (arm64): trustOptim_0.8.7.3.tgz, r-release (x86_64): trustOptim_0.8.7.3.tgz, r-oldrel (x86_64): trustOptim_0.8.7.3.tgz

Old sources: trustOptim archive

Reverse dependencies:

Reverse imports: sfaR, ZIPFA

Reverse suggests: aghq, sparseMVN

Linking:

Please use the canonical form https://CRAN.R-project.org/package=trustOptim to link to this page.