Trust region nonlinear optimization, efficient for sparse Hessians


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Documentation for package ‘trustOptim’ version 0.8.3

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trustOptim-package Nonlinear optimizers using trust regions, with methods optimized for sparse Hessians.
.demo.dlog.f.db Functions used in the binary choice demo
.demo.dlog.f.dmu Functions used in the binary choice demo
demo.get.f Functions used in the binary choice demo
demo.get.f.dense Functions used in the binary choice demo
demo.get.grad Functions used in the binary choice demo
demo.get.grad.dense Functions used in the binary choice demo
demo.get.hess.struct Functions used in the binary choice demo
demo.trust.func Functions used in the binary choice demo
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