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>.

Depends: R (≥ 3.4.0)
Imports: Matrix (≥ 1.2.12), Rcpp (≥ 0.12.13), methods
LinkingTo: Rcpp, RcppEigen (≥
Suggests: testthat, knitr
Published: 2018-03-27
Author: Michael Braun [aut, cre, cph]
Maintainer: Michael Braun <braunm at>
License: MPL (≥ 2.0)
Copyright: (c) 2015-2018 Michael Braun
NeedsCompilation: yes
SystemRequirements: C++11
Citation: trustOptim citation info
Materials: NEWS
In views: Optimization
CRAN checks: trustOptim results


Reference manual: trustOptim.pdf
Vignettes: Using trustOptim
Quick demo
Package source: trustOptim_0.8.6.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: trustOptim_0.8.6.2.tgz, r-oldrel: trustOptim_0.8.6.2.tgz
Old sources: trustOptim archive

Reverse dependencies:

Reverse imports: GJRM, ZIPFA
Reverse suggests: sparseMVN


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