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Implements cubic regularization methods (ARC) for local optimization problems common in statistics and applied research. Provides robust handling of ill-conditioned, nonconvex, and indefinite Hessian problems with automatic saddle point escape. Supports box constraints; linear equality constraints are planned for a future release.
| Version: | 0.3.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | Rcpp (≥ 1.0.0), utils |
| LinkingTo: | Rcpp |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown, covr, marqLevAlg, trust |
| Published: | 2026-04-29 |
| DOI: | 10.32614/CRAN.package.arcopt (may not be active yet) |
| Author: | Marcus Waldman [aut, cre] |
| Maintainer: | Marcus Waldman <marcus.waldman at cuanschutz.edu> |
| BugReports: | https://github.com/marcus-waldman/arcopt/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/marcus-waldman/arcopt |
| NeedsCompilation: | yes |
| Citation: | arcopt citation info |
| Materials: | README, NEWS |
| CRAN checks: | arcopt results |
| Reference manual: | arcopt.html , arcopt.pdf |
| Vignettes: |
Getting Started with arcopt (source, R code) Solver modes: cubic, trust-region fallback, and quasi-Newton polish (source, R code) |
| Package source: | arcopt_0.3.0.tar.gz |
| Windows binaries: | r-devel: arcopt_0.3.0.zip, r-release: arcopt_0.3.0.zip, r-oldrel: not available |
| macOS binaries: | r-release (arm64): arcopt_0.3.0.tgz, r-oldrel (arm64): arcopt_0.3.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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These binaries (installable software) and packages are in development.
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