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) .

Documentation

Manual: trustOptim.pdf
Vignettes:

Maintainer: Michael Braun <braunm at smu.edu>

Author(s): Michael Braun*

Install package and any missing dependencies by running this line in your R console:

install.packages("trustOptim")

Depends R (>= 3.1.2)
Imports Matrix(>=1.2.8), Rcpp(>=0.12.8), methods
Suggests testthat, knitr
Enhances
Linking to Rcpp, RcppEigen(>=0.3.2.9.1)
Reverse
depends
Reverse
imports
gpDDE
Reverse
suggests
bayesGDS, sparseMVN
Reverse
enhances
Reverse
linking to

Package trustOptim
Materials
URL http://coxprofs.cox.smu.edu/braunm
Task Views Optimization
Version 0.8.6
Published 2017-04-26
License MPL (>= 2.0)
BugReports
SystemRequirements C++11
NeedsCompilation yes
Citation
CRAN checks trustOptim check results
Package source trustOptim_0.8.6.tar.gz