trustOptim: Trust Region Optimization for Nonlinear Functions with Sparse Hessians (original) (raw)
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 |
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| 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 |
| 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: | |
| In views: | Optimization |
| CRAN checks: | trustOptim results |
Documentation:
| Reference manual: | trustOptim.html , <trustOptim.pdf> |
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| Vignettes: | Using trustOptim (source, R code) Quick demo (source, R code) |
Downloads:
| Package source: | trustOptim_0.8.7.3.tar.gz |
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| 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 |
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| Reverse suggests: | aghq, sparseMVN |
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=trustOptimto link to this page.