trustOptim: Trust Region Optimization for Nonlinear Functions with Sparse Hessians
Version 0.8.6

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 publication2017-04-26 05:37:15 UTC
MaintainerMichael Braun <braunm@smu.edu>
LicenseMPL (>= 2.0)
Version0.8.6
URL http://coxprofs.cox.smu.edu/braunm
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 May 29, 2017, 9:04 a.m.