trust: Trust Region Optimization

Does local optimization using two derivatives and trust regions. Guaranteed to converge to local minimum of objective function.

Package details

AuthorCharles J. Geyer <charlie@stat.umn.edu>.
MaintainerCharles J. Geyer <charlie@stat.umn.edu>
LicenseMIT + file LICENSE
Version0.1-8
URL http://www.stat.umn.edu/geyer/trust/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("trust")

Try the trust package in your browser

Any scripts or data that you put into this service are public.

trust documentation built on Jan. 10, 2020, 9:07 a.m.