Package: trustOptim 0.8.7.4

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>.

Authors:Michael Braun [aut, cre, cph]

trustOptim_0.8.7.4.tar.gz
trustOptim_0.8.7.4.zip(r-4.7)trustOptim_0.8.7.4.zip(r-4.6)trustOptim_0.8.7.4.zip(r-4.5)
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trustOptim_0.8.7.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
trustOptim/json (API)

# Install 'trustOptim' in R:
install.packages('trustOptim', repos = c('https://braunm.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/braunm/trustoptim/issues

Pkgdown/docs site:https://braunm.github.io

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • binary - Binary choice example

On CRAN:

Conda:

cpp

6.47 score 5 stars 4 packages 22 scripts 1.1k downloads 1 mentions 4 exports 4 dependencies

Last updated from:f05a1e5998. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK165
linux-devel-x86_64OK151
source / vignettesOK199
linux-release-arm64OK152
linux-release-x86_64OK144
macos-release-arm64OK104
macos-release-x86_64OK251
macos-oldrel-arm64OK133
macos-oldrel-x86_64OK276
windows-develOK134
windows-releaseOK194
windows-oldrelOK144
wasm-releaseOK139

Exports:binary.fbinary.gradbinary.hesstrust.optim

Dependencies:latticeMatrixRcppRcppEigen

A Quick Demo of trustOptim
References
Rendered fromtrustOptim-quick.Rmdusingknitr::rmarkdown

Last update: 2021-09-23
Started: 2015-01-27

Using trustOptim for Unconstrained Nonlinear Optimization with Sparse Hessians
Why use trustOptim? | Example function | Using the package | Control parameters | Scaling the objective function | Stopping criteria | Preconditioners | Result object | Algorithmic details | Trust region methods for nonlinear optimization | References
Rendered fromtrustOptim-demo.Rmdusingknitr::rmarkdown

Last update: 2018-03-28
Started: 2015-01-27