trustOptim: Trust Region Optimization for Nonlinear Functions with Sparse Hessians

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>.

Package details

AuthorMichael Braun [aut, cre, cph] (<https://orcid.org/0000-0003-4774-2119>)
MaintainerMichael Braun <braunm@smu.edu>
LicenseMPL (>= 2.0)
Version0.8.7.3
URL https://braunm.github.io/trustOptim/ https://github.com/braunm/trustOptim/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("trustOptim")

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trustOptim documentation built on Oct. 11, 2021, 9:07 a.m.