Trust region nonlinear optimization, efficient for sparse Hessians


[Up] [Top]

Documentation for package ‘trustOptim’ version 0.8.4.1

Help Pages

trustOptim-package Trust-region optimization
df.rosenbrock Multivariate Rosenbrock function, derivative, Hessian
f.rosenbrock Multivariate Rosenbrock function, derivative, Hessian
hbc.f Functions for hierarchical binary choice example
hbc.f.dense Functions for hierarchical binary choice example
hbc.grad Functions for hierarchical binary choice example
hbc.grad.dense Functions for hierarchical binary choice example
hbc.hess.struct Functions for hierarchical binary choice example
hess.rosenbrock Multivariate Rosenbrock function, derivative, Hessian
trust.optim Nonlinear optimizers using trust regions.
trustOptim Trust-region optimization