trustOptim (version 0.8.7.3)

Trust Region Optimization for Nonlinear Functions with Sparse Hessians

Description

Trust region algorithm for nonlinear optimization. Efficient when the Hessian of the objective function is sparse (i.e., relatively few nonzero cross-partial derivatives). See Braun, M. (2014) .

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install.packages('trustOptim')

Monthly Downloads

890

Version

0.8.7.3

License

MPL (>= 2.0)

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Last Published

October 11th, 2021

Functions in trustOptim (0.8.7.3)