trustOptim: Trust region nonlinear optimization, efficient for sparse Hessians

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.

Version: 0.8.3
Depends: R (≥ 3.0.2), Rcpp (≥ 0.10.6), RcppEigen (≥, Matrix
LinkingTo: Rcpp, RcppEigen
Suggests: sparseHessianFD, plyr, mvtnorm
Published: 2013-12-08
Author: Michael Braun
Maintainer: Michael Braun <braunm at>
License: MPL (≥ 2.0)
Copyright: (c) 2013 Michael Braun
NeedsCompilation: yes
Materials: NEWS
In views: Optimization
CRAN checks: trustOptim results


Reference manual: trustOptim.pdf
Vignettes: Using the trustOptim package
Package source: trustOptim_0.8.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: trustOptim_0.8.3.tgz, r-oldrel: trustOptim_0.8.3.tgz
OS X Mavericks binaries: r-release: trustOptim_0.8.3.tgz
Old sources: trustOptim archive

Reverse dependencies:

Reverse suggests: bayesGDS