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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 |
DOI: | 10.32614/CRAN.package.trustOptim |
Author: | Michael Braun |
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 |
Reference manual: | trustOptim.pdf |
Vignettes: |
Using trustOptim Quick demo |
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 imports: | sfaR, ZIPFA |
Reverse suggests: | aghq, sparseMVN |
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These binaries (installable software) and packages are in development.
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