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) .

Copy Link

Version

Install

install.packages('trustOptim')

Monthly Downloads

1,586

Version

0.8.7.3

License

MPL (>= 2.0)

Issues

Pull Requests

Stars

Forks

Repository

https://github.com/braunm/trustOptim/

Homepage

https://braunm.github.io/trustOptim/

Maintainer

Michael Braun

Last Published

October 11th, 2021

Functions in trustOptim (0.8.7.3)

trustOptim

Trust-region optimization

trust.optim

Nonlinear optimizers using trust regions.

binary-data

Sample simulated data for binary choice model in vignette

binary

Binary choice example