optextras: A set of tools to support optimization methods (function minimization with at most bounds and masks)

Tools to assist in safely applying user generated objective and derivative function to optimization programs. These are primarily function minimization methods with at most bounds and masks on the parameters. Provides a way to check the basic computation of objective functions that the user provides, along with proposed gradient and Hessian functions, as well as to wrap such functions to avoid failures when inadmissible parameters are provided. Check bounds and masks. Check scaling or optimality conditions. Perform an axial search to seek lower points on the objective function surface. Includes forward, central and backward gradient approximation codes.

Version: 2013-10.27
Depends: numDeriv
Published: 2013-11-08
Author: John C. Nash [aut, cre]
Maintainer: John C. Nash <nashjc at uottawa.ca>
License: GPL-2
NeedsCompilation: no
Materials: NEWS
CRAN checks: optextras results


Reference manual: optextras.pdf
Package source: optextras_2013-10.27.tar.gz
Windows binaries: r-devel: optextras_2013-10.27.zip, r-release: optextras_2013-10.27.zip, r-oldrel: optextras_2013-10.27.zip
OS X Snow Leopard binaries: r-release: optextras_2013-10.27.tgz, r-oldrel: optextras_2013-10.27.tgz
OS X Mavericks binaries: r-release: optextras_2013-10.27.tgz

Reverse dependencies:

Reverse depends: Rvmmin