braunm/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>.
Getting started
Browse package contents
Package details |
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| Maintainer | Michael Braun <braunm@smu.edu> |
| License | MPL (>= 2.0) |
| Version | 0.8.7.3 |
| URL | https://braunm.github.io/trustOptim/ https://github.com/braunm/trustOptim/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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