optimx2024-12.2 package

Expanded Replacement and Extension of the 'optim' Function

axsearch

Perform axial search around a supposed MINIMUM and provide diagnostics

bmchk

Check bounds and masks for parameter constraints used in nonlinear opt...

gHgenb

Generate gradient and Hessian for a function at given parameters.

grpracma

A reorganization of the call to the pracma grad() function.

bmstep

Compute the maximum step along a search direction.

checksolver

Test if requested solver is present

coef.opm

Summarize opm object

ctrldefault

set control defaults

fnchk

Run tests, where possible, on user objective function

gHgen

Generate gradient and Hessian for a function at given parameters.

grback

Backward difference numerical gradient approximation.

grcentral

Central difference numerical gradient approximation.

grchk

Run tests, where possible, on user objective function and (optionally)...

grfwd

Forward difference numerical gradient approximation.

grnd

A reorganization of the call to numDeriv grad() function.

hesschk

Run tests, where possible, on user objective function and (optionally)...

hjn

Compact R Implementation of Hooke and Jeeves Pattern Search Optimizati...

kktchk

Check Kuhn Karush Tucker conditions for a supposed function minimum

multistart

General-purpose optimization - multiple starts

ncg

An R implementation of a Dai / Yuan nonlinear conjugate gradient algor...

nvm

Variable metric nonlinear function minimization, driver.

opm

General-purpose optimization

opm2optimr

Extract optim() solution for one method of opm() result

optchk

General-purpose optimization

optimr

General-purpose optimization

optimx-package

A replacement and extension of the optim() function, plus various opti...

optimx

General-purpose optimization

polyopt

General-purpose optimization - sequential application of methods

proptimr

Compact display of an optimr() result object

Rcgmin

An R implementation of a Dai / Yuan nonlinear conjugate gradient algor...

Rtnmin

Truncated Newton function minimization

Rvmmin

Variable metric nonlinear function minimization, driver.

scalechk

Check the scale of the initial parameters and bounds input to an optim...

snewton

Safeguarded Newton methods for function minimization using R functions...

summary.optimx

Summarize optimx object

Provides a replacement and extension of the optim() function to call to several function minimization codes in R in a single statement. These methods handle smooth, possibly box constrained functions of several or many parameters. Note that function 'optimr()' was prepared to simplify the incorporation of minimization codes going forward. Also implements some utility codes and some extra solvers, including safeguarded Newton methods. Many methods previously separate are now included here. This is the version for CRAN.

  • Maintainer: John C Nash
  • License: GPL-2
  • Last published: 2024-12-10