RcppTrust: Thread-Safe C++ Trust Region Optimizers
Thread-safe C++ trust region optimizers, each exposed both as an R function and as a C-callable entry point (with function pointers registered for other packages to call without linking against this package's shared library) so they can be used from parallel C++ code such as in 'nlmixr2est'. Includes a port of the two-derivative trust region algorithm in the 'trust' package by Charles J. Geyer; a port of the Steihaug truncated conjugate-gradient trust region method from the 'basin' Rust crate (Steihaug (1983) <doi:10.1137/0720042>); and ports of M. J. D. Powell's derivative-free BOBYQA (Powell (2009), Report DAMTP 2009/NA06) and NEWUOA (Powell (2006) <doi:10.1007/0-387-30065-1_16>) Fortran 77 code <https://github.com/libprima/prima/tree/main/fortran/original>, as modified and distributed in the 'minqa' package, whose R interface is reproduced.
| Version: | 0.2.0 |
| Depends: | R (≥ 4.2.0) |
| Imports: | Rcpp |
| LinkingTo: | Rcpp, RcppArmadillo, BH |
| Suggests: | testthat (≥ 3.0.0), stats, knitr, rmarkdown, trust, minqa, microbenchmark |
| Published: | 2026-10-27 |
| DOI: | 10.32614/CRAN.package.RcppTrust |
| Author: | Charles J. Geyer 
[aut, cph],
Matthew Fidler
[aut, cre],
Michael J. D. Powell [aut] (BOBYQA and NEWUOA algorithms and original
Fortran 77 code),
Douglas Bates [ctb, cph] (minqa),
Katharine M. Mullen [ctb, cph] (minqa),
John C. Nash [ctb, cph] (minqa),
Ravi Varadhan [ctb, cph] (minqa),
Johan Larsson [ctb, cph] (basin trust-region / Steihaug implementation) |
| Maintainer: | Matthew Fidler <matthew.fidler at gmail.com> |
| License: | GPL-2 |
| Copyright: | See inst/COPYRIGHTS for the sources, copyright holders and
licenses of code ported from 'trust', 'basin', 'minqa' and
Powell's Fortran. RcppTrust copyright details |
| URL: | https://github.com/nlmixr2/RcppTrust/, https://nlmixr2.github.io/RcppTrust/, http://www.stat.umn.edu/geyer/trust/ |
| NeedsCompilation: | yes |
| SystemRequirements: | C++17 |
| Materials: | README, NEWS |
| In views: | Optimization |
| CRAN checks: | RcppTrust results [issues need fixing before 2026-11-17] |
Documentation:
| Reference manual: | RcppTrust.html , RcppTrust.pdf |
| Vignettes: |
RcppTrust: A Thread-Safe C++ Trust Region Optimizer (source, R code) More Trust-Region Methods: Steihaug, BOBYQA and NEWUOA (source, R code) |
Downloads:
| Package source: | RcppTrust_0.2.0.tar.gz |
| Windows binaries: | r-devel: RcppTrust_0.2.0.zip, r-release: RcppTrust_0.2.0.zip, r-oldrel: RcppTrust_0.1.0.zip |
| macOS binaries: | r-release (arm64): RcppTrust_0.2.0.tgz, r-oldrel (arm64): RcppTrust_0.2.0.tgz, r-release (x86_64): RcppTrust_0.2.0.tgz, r-oldrel (x86_64): RcppTrust_0.2.0.tgz |
| Old sources: | RcppTrust archive |
Reverse dependencies:
| Reverse imports: | nlmixr2est |
| Reverse linking to: | nlmixr2est |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=RcppTrust to link to this page.