trustOptim (Q34839)
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Trust Region Optimization for Nonlinear Functions with Sparse Hessians
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | trustOptim |
Trust Region Optimization for Nonlinear Functions with Sparse Hessians |
Statements
13 January 2026
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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>.
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Identifiers
22 November 2021
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