trustOptim: Trust Region Optimization for Nonlinear Functions with Sparse Hessians

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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).

Author
Michael Braun [aut, cre, cph]
Date of publication
2016-12-05 18:28:48
Maintainer
Michael Braun <braunm@smu.edu>
License
MPL (>= 2.0)
Version
0.8.5
URLs

View on CRAN

Man pages

binary
Binary choice example
binary-data
Sample simulated data for binary choice model in vignette
trust.optim
Nonlinear optimizers using trust regions.
trustOptim
Trust-region optimization

Files in this package

trustOptim
trustOptim/inst
trustOptim/inst/CITATION
trustOptim/inst/doc
trustOptim/inst/doc/trustOptim-quick.html
trustOptim/inst/doc/trustOptim-demo.Rmd
trustOptim/inst/doc/trustOptim-demo.R
trustOptim/inst/doc/trustOptim-quick.R
trustOptim/inst/doc/trustOptim-quick.Rmd
trustOptim/inst/doc/trustOptim-demo.html
trustOptim/inst/include
trustOptim/inst/include/CG-quasi.h
trustOptim/inst/include/common_R.hpp
trustOptim/inst/include/Rfunc.cpp
trustOptim/inst/include/CG-sparse.h
trustOptim/inst/include/CG-base.h
trustOptim/inst/include/RfuncHess.cpp
trustOptim/tests
trustOptim/tests/testthat.R
trustOptim/tests/testthat
trustOptim/tests/testthat/test_rosenbrock.R
trustOptim/src
trustOptim/src/Makevars
trustOptim/src/trustOptim.cpp
trustOptim/src/Makevars.win
trustOptim/src/RcppExports.cpp
trustOptim/NAMESPACE
trustOptim/NEWS
trustOptim/data
trustOptim/data/binary.rda
trustOptim/R
trustOptim/R/trustOptim.R
trustOptim/R/callTrust.R
trustOptim/R/binary.R
trustOptim/R/binary-data.R
trustOptim/R/RcppExports.R
trustOptim/vignettes
trustOptim/vignettes/trustOptim-demo.Rmd
trustOptim/vignettes/trustOptim.bib
trustOptim/vignettes/trustOptim-quick.Rmd
trustOptim/MD5
trustOptim/build
trustOptim/build/vignette.rds
trustOptim/DESCRIPTION
trustOptim/man
trustOptim/man/trustOptim.Rd
trustOptim/man/binary-data.Rd
trustOptim/man/trust.optim.Rd
trustOptim/man/binary.Rd