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

Package details

MaintainerMichael Braun <[email protected]>
LicenseMPL (>= 2.0)
Version0.8.6.2
URL http://coxprofs.cox.smu.edu/braunm
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("braunm/trustOptim")
braunm/trustOptim documentation built on April 8, 2018, 10:18 a.m.