optimx

swMATH11623CRANoptimxMaRDI QIDQ23563

Expanded Replacement and Extension of the 'optim' Function

John C Nash, Ravi Varadhan

Last update: 24 October 2023

Software version identifier: 2022-4.30, 0.84, 0.88, 2011-2.27, 2011-2.29, 2011-8.1, 2011-8.2, 2012-3.31, 2012.04.01, 2013.8.6, 2013.8.7, 2014.5.4, 2018-7.10, 2020-1.31, 2020-2.2, 2020-4.2, 2021-6.12, 2021-10.12, 2023-8.13, 2023-10.21

Source code repository: https://github.com/cran/optimx

Copyright license: GNU General Public License, version 2.0

Description

Provides a replacement and extension of the optim() function to call to several function minimization codes in R in a single statement. These methods handle smooth, possibly box constrained functions of several or many parameters. Note that function 'optimr()' was prepared to simplify the incorporation of minimization codes going forward. Also implements some utility codes and some extra solvers, including safeguarded Newton methods. Many methods previously separate are now included here. This is the version for CRAN.