Package: trustOptim 0.8.7.3

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_0.8.7.3.tar.gz
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trustOptim.pdf |trustOptim.html
trustOptim/json (API)
NEWS

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

Peer review:

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

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

On CRAN:

5.64 score 4 stars 3 packages 12 scripts 937 downloads 1 mentions 4 exports 4 dependencies

Last updated 3 years agofrom:71213a6f9b. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 08 2024
R-4.5-win-x86_64NOTEOct 08 2024
R-4.5-linux-x86_64NOTEOct 08 2024
R-4.4-win-x86_64NOTEOct 08 2024
R-4.4-mac-x86_64NOTEOct 08 2024
R-4.4-mac-aarch64NOTEOct 08 2024
R-4.3-win-x86_64NOTEOct 08 2024
R-4.3-mac-x86_64NOTEOct 08 2024
R-4.3-mac-aarch64NOTEOct 08 2024

Exports:binary.fbinary.gradbinary.hesstrust.optim

Dependencies:latticeMatrixRcppRcppEigen

A Quick Demo of trustOptim

Rendered fromtrustOptim-quick.Rmdusingknitr::rmarkdownon Oct 08 2024.

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

Using trustOptim for Unconstrained Nonlinear Optimization with Sparse Hessians

Rendered fromtrustOptim-demo.Rmdusingknitr::rmarkdownon Oct 08 2024.

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