trustOptim: Trust region nonlinear optimization, efficient for sparse Hessians

Trust region algorithm for nonlinear optimization. In addition to being more stable and robust than optim, this package includes methods that are scalable and efficient (in terms of both speed and memory usage) when the Hessian is sparse.

Version: 0.8.4.1
Depends: R (≥ 3.1.1)
Imports: Matrix (≥ 1.1.4), Rcpp (≥ 0.11.1)
LinkingTo: Rcpp (≥ 0.11.1), RcppEigen (≥ 0.3.2.1.2)
Suggests: sparseHessianFD
Published: 2014-09-27
Author: Michael Braun
Maintainer: Michael Braun <braunm at smu.edu>
License: MPL (≥ 2.0)
Copyright: (c) 2014 Michael Braun
URL: http://coxprofs.cox.smu.edu/braunm
NeedsCompilation: yes
Citation: NA
Materials: NA
In views: Optimization
CRAN checks: trustOptim results

Downloads:

Reference manual: trustOptim.pdf
Vignettes: Using the trustOptim package
Package source: trustOptim_0.8.4.1.tar.gz
Windows binaries: r-devel: trustOptim_0.8.4.1.zip, r-release: trustOptim_0.8.4.1.zip, r-oldrel: trustOptim_0.8.3.zip
OS X Snow Leopard binaries: r-release: trustOptim_0.8.4.1.tgz, r-oldrel: trustOptim_0.8.3.tgz
OS X Mavericks binaries: r-release: trustOptim_0.8.4.1.tgz
Old sources: trustOptim archive

Reverse dependencies:

Reverse suggests: bayesGDS