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) .

Package details

AuthorMichael Braun [aut, cre, cph]
Date of publication2017-10-08 22:06:41 UTC
MaintainerMichael Braun <[email protected]>
LicenseMPL (>= 2.0)
Package repositoryView on CRAN
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trustOptim documentation built on Oct. 9, 2017, 1:09 a.m.