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: | 0.8.1 |
| Depends: | Rcpp (≥ 0.10.3), RcppEigen (≥ 0.3.1.2.1), Matrix |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | sparseHessianFD |
| Published: | 2013-06-12 |
| Author: | Michael Braun |
| Maintainer: | Michael Braun <braunm at mit.edu> |
| License: | MPL (≥ 2.0) |
| Copyright: | (c) 2013 Michael Braun |
| URL: | braunm.scripts.mit.edu |
| NeedsCompilation: | yes |
| In views: | Optimization |
| CRAN checks: | trustOptim results |
| Package source: | trustOptim_0.8.1.tar.gz |
| MacOS X binary: | trustOptim_0.8.1.tgz |
| Windows binary: | trustOptim_0.8.1.zip |
| Reference manual: | trustOptim.pdf |
| Vignettes: |
Using the trustOptim package |
| News/ChangeLog: | NEWS |
| Old sources: | trustOptim archive |