CRAN/E | trustOptim

trustOptim

Trust Region Optimization for Nonlinear Functions with Sparse Hessians

Installation

About

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.

Citation trustOptim citation info
braunm.github.io/trustOptim/
github.com/braunm/trustOptim/
Copyright (c) 2015-2021 Michael Braun
System requirements C++11
Bug report File report

Key Metrics

Version 0.8.7.3
R ≥ 3.6
Published 2021-10-11 936 days ago
Needs compilation? yes
License MPL (≥ 2.0)
CRAN checks trustOptim results

Downloads

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Maintainer

Maintainer

Michael Braun

braunm@smu.edu

Authors

Michael Braun

aut / cre / cph

Material

NEWS
Reference manual
Package source

In Views

Optimization

Vignettes

Using trustOptim
Quick demo

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

trustOptim archive

Depends

R ≥ 3.6

Imports

Matrix ≥ 1.2.18
Rcpp ≥ 1.0.3
methods

Suggests

testthat
knitr

LinkingTo

Rcpp
RcppEigen ≥ 0.3.3.7.0

Reverse Imports

sfaR
ZIPFA

Reverse Suggests

aghq
sparseMVN