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CRAN: Package trustOptim

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: 2021-10-11 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 Documentation: Reference manual: trustOptim.pdf Vignettes: Using trustOptim
Quick demo
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:

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