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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
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)
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:

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

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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