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).

Version: 0.8.5
Depends: R (≥ 3.1.2), Rcpp (≥ 0.11.3), Matrix (≥ 1.1.4)
LinkingTo: Rcpp, RcppEigen (≥ 0.3.2.3)
Suggests: testthat, knitr
Published: 2015-02-04
Author: Michael Braun [aut, cre, cph]
Maintainer: Michael Braun <braunm at smu.edu>
License: MPL (≥ 2.0)
Copyright: (c) 2015 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

Downloads:

Reference manual: trustOptim.pdf
Vignettes: Using trustOptim
Quick demo
Package source: trustOptim_0.8.5.tar.gz
Windows binaries: r-devel: trustOptim_0.8.5.zip, r-release: trustOptim_0.8.5.zip, r-oldrel: trustOptim_0.8.5.zip
OS X Snow Leopard binaries: r-oldrel: trustOptim_0.8.4.1.tgz
OS X Mavericks binaries: r-release: trustOptim_0.8.5.tgz
Old sources: trustOptim archive

Reverse dependencies:

Reverse suggests: bayesGDS