trustOptim: Trust Region Optimization for Nonlinear Functions with SparseHessians
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: | 2021-10-11 |
| DOI: | 10.32614/CRAN.package.trustOptim |
| Author: | Michael Braun [aut, cre, cph] |
| Maintainer: | Michael Braun <braunm at smu.edu> |
| BugReports: | https://github.com/braunm/trustOptim/issues |
| License: | MPL (≥ 2.0) |
| Copyright: | (c) 2015-2021 Michael Braun |
| 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[issues need fixing before 2025-12-18] |
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 formhttps://CRAN.R-project.org/package=trustOptimto link to this page.