optextras: Tools to Support Optimization Possibly with Bounds and Masks
Version 2017-11.25

Tools to assist in safely applying user generated objective and derivative function to optimization programs. These are primarily function minimization methods with at most bounds and masks on the parameters. Provides a way to check the basic computation of objective functions that the user provides, along with proposed gradient and Hessian functions, as well as to wrap such functions to avoid failures when inadmissible parameters are provided. Check bounds and masks. Check scaling or optimality conditions. Perform an axial search to seek lower points on the objective function surface. Includes forward, central and backward gradient approximation codes.

Package details

AuthorJohn C Nash [aut, cre]
Date of publication2017-11-26 21:36:29
MaintainerJohn C Nash <[email protected]>
LicenseGPL-2
Version2017-11.25
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("optextras", repos="http://R-Forge.R-project.org")

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optextras documentation built on Nov. 27, 2017, 3 a.m.