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] (<>)
MaintainerMichael Braun <>
LicenseMPL (>= 2.0)
Package repositoryView on CRAN
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trustOptim documentation built on Oct. 11, 2021, 9:07 a.m.