trustOptim (0.8.0)

Trust region nonlinear optimization, efficient for sparse Hessians.

braunm.scripts.mit.edu
http://cran.r-project.org/web/packages/trustOptim

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.

Maintainer: Michael Braun
Author(s): Michael Braun

License: MPL (>= 2.0)

Uses: Matrix, Rcpp, RcppEigen, sparseHessianFD
Reverse suggests: bayesGDS, sparseMVN

Released almost 7 years ago.