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The package license is now GPL-2, because the BOBYQA/NEWUOA ports and their R wrappers derive from the GPL-2 package ‘minqa’.
M. J. D. Powell is added as an author for the BOBYQA/NEWUOA
algorithms and original Fortran code; sources and notices for all ported
code (‘trust’, ‘basin’, ‘minqa’, Powell’s Fortran) are listed in
inst/COPYRIGHTS.
New steihaug(): a Steihaug truncated
conjugate-gradient trust-region Newton minimizer ported from the Rust
crate ‘basin’, with exact-Hessian and matrix-free (Hessian-vector
product) modes, and a thread-safe C entry point
steihaug_solve_c().
New bobyqa() and newuoa(): thread-safe
C++ ports of Powell’s derivative-free BOBYQA and NEWUOA from ‘minqa’
1.2.8, drop-in replacements for
minqa::bobyqa()/minqa::newuoa(), with C entry
points bobyqa_solve_c()/newuoa_solve_c().
BOBYQA’s RESCUE step evaluates the intended point rather
than minqa’s uninitialized one.
.RcppTrustPtr() and RcppTrust.h gain
appended slots for the new C entry points and their result-free
functions.
New vignette
vignette("trust-region-methods").
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.
Health stats visible at Monitor.