trustOptim
Trust Region Optimization for Nonlinear Functions with Sparse Hessians
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) <doi:10.18637/jss.v060.i04>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.8.7.4 |
2026-04-09 windows/windows R-4.5 | trustOptim_0.8.7.4.zip |
518.7 KiB |