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>.
| Version: | 0.8.6.2 |
| Depends: | R (≥ 3.4.0) |
| Imports: | Matrix (≥ 1.2.12), Rcpp (≥ 0.12.13), methods |
| LinkingTo: | Rcpp, RcppEigen (≥ 0.3.3.3.0) |
| Suggests: | testthat, knitr |
| Published: | 2018-03-27 |
| Author: | Michael Braun [aut, cre, cph] |
| Maintainer: | Michael Braun <braunm at smu.edu> |
| License: | MPL (≥ 2.0) |
| Copyright: | (c) 2015-2018 Michael Braun |
| URL: | http://coxprofs.cox.smu.edu/braunm |
| NeedsCompilation: | yes |
| SystemRequirements: | C++11 |
| Citation: | trustOptim citation info |
| Materials: | NEWS |
| In views: | Optimization |
| CRAN checks: | trustOptim results |
| Reference manual: | trustOptim.pdf |
| Vignettes: |
Using trustOptim Quick demo |
| Package source: | trustOptim_0.8.6.2.tar.gz |
| Windows binaries: | r-devel: trustOptim_0.8.6.2.zip, r-release: trustOptim_0.8.6.2.zip, r-oldrel: trustOptim_0.8.6.2.zip |
| macOS binaries: | r-release: trustOptim_0.8.6.2.tgz, r-oldrel: trustOptim_0.8.6.2.tgz |
| Old sources: | trustOptim archive |
| Reverse imports: | GJRM, ZIPFA |
| Reverse suggests: | sparseMVN |
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