optplus: A wrapper for optimization methods (function minimization with at most bounds and masks).

A wrapper for running many optimization tools. These are primarily function minimization methods with at most bounds and masks on the parameters. By calls to optextras, 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 <nashjc@uottawa.ca>
MaintainerJohn C Nash <nashjc@uottawa.ca>
LicenseGPL-2
Version2012-08.03
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("optplus", repos="http://R-Forge.R-project.org")

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optplus documentation built on May 2, 2019, 6:48 p.m.