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trustOptim (version 0.8.3)

trustOptim-package: Nonlinear optimizers using trust regions, with methods optimized for sparse Hessians.

Description

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.

Arguments

encoding

utf-8

Details

ll{ Package: trustOptim Type: Package Version: 0.8-1 Date: 2013-06-12 License: MPL (>= 2.0) LazyLoad: yes }

References

Nocedal, Jorge, and Stephen J Wright. 2006. Numerical Optimization. Second edition. Springer.

Steihaug, Trond. 1983. The Conjugate Gradient Method and Trust Regions in Large Scale Optimization. SIAM Journal on Numerical Analysis 20 (3): 626–637.