roptim (version 0.1.6)

General Purpose Optimization in R using C++

Description

Perform general purpose optimization in R using C++. A unified wrapper interface is provided to call C functions of the five optimization algorithms ('Nelder-Mead', 'BFGS', 'CG', 'L-BFGS-B' and 'SANN') underlying optim().

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install.packages('roptim')

Monthly Downloads

1,751

Version

0.1.6

License

GPL (>= 2)

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Repository

https://github.com/ypan1988/roptim/

Maintainer

Yi Pan

Last Published

August 6th, 2022

Functions in roptim (0.1.6)

example1_rosen_nograd_bfgs

Example 1: Minimize Rosenbrock function (with numerical gradient) using BFGS

example1_rosen_other_methods

Example 1: Minimize Rosenbrock function using other methods

example3_flb_25_dims_box_con

Example 3: Minimize a function using L-BFGS-B with 25-dimensional box constrained

example2_tsp_sann

Example 2: Solve Travelling Salesman Problem (TSP) using SANN

roptim

example4_wild_fun

Example 4: Minimize a "wild" function using SANN and BFGS

example1_rosen_grad_hess_check

Example 1: Gradient/Hessian checks for the implemented C++ class of Rosenbrock function

example1_rosen_bfgs

Example 1: Minimize Rosenbrock function using BFGS