Trust region nonlinear optimization, efficient for sparse Hessians


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Documentation for package ‘trustOptim’ version 0.8.0

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trustOptim-package Nonlinear optimizers using trust regions, with methods optimized for sparse Hessians.
inv.logit inverse logit function
inv.vech inverse vech operator on a vector
logit logit function
log_inv.logit log of inverse logit function
trust.optim Nonlinear optimizers using trust regions
trustOptim Nonlinear optimizers using trust regions, with methods optimized for sparse Hessians.
vech vech operator on a square matrix