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: | trustOptim citation info |
| Materials: | NEWS |
| In views: | Optimization |
| CRAN checks: | trustOptim results |
| 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 suggests: | bayesGDS |