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>.

Install the latest version of this package by entering the following in R:
install.packages("trustOptim")
AuthorMichael Braun [aut, cre, cph]
Date of publication2017-04-26 05:37:15 UTC
MaintainerMichael Braun <braunm@smu.edu>
LicenseMPL (>= 2.0)
Version0.8.6
http://coxprofs.cox.smu.edu/braunm

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Files

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

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