trustOptim0.8.7.3 package

Trust Region Optimization for Nonlinear Functions with Sparse Hessians

binary-data

Sample simulated data for binary choice model in vignette

trust.optim

Nonlinear optimizers using trust regions.

trustOptim

Trust-region optimization

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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>.

  • Maintainer: Michael Braun
  • License: MPL (>= 2.0)
  • Last published: 2021-10-11

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