A boundsconstarined R implementation of a truncated Newton method for minimization of nonlinear functions subject to bounds (box) constraints.
1 
x 
A numeric vector of starting estimates. 
fgfun 
A function that returns the value of the objective at
the supplied set of parameters 
lower 
A vector of lower bounds on the parameters. 
upper 
A vector of upper bounds on the parameters. 
trace 
Set TRUE to cause intermediate output to allow progress to be followed. 
... 
Further arguments to be passed to 
Function fgfun
must return a numeric value in list item f
and a numeric vector in list item g
.
A list with components:
xstar 
The best set of parameters found. 
f 
The value of the objective at the best set of parameters found. 
g 
The gradient of the objective at the best set of parameters found. 
ierror 
An integer indicating the situation on termination. 
nfngr 
A number giving a measure of how many conjugate gradient solutions were used during the minimization process. 
Stephen G. Nash (1984) "Newtontype minimization via the Lanczos method", SIAM J Numerical Analysis, vol. 21, no. 4, pages 770788.
For Matlab code, see http://www.netlib.org/opt/tn
optim
1  ## See tn.Rd

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