trustOptim

MaRDI QIDQ34839swMATHCRANFDO

Authors Michael Braun

Last update 13 January 2026

Copyright license Mozilla Public License

Software version identifier 0.8.7.3, PACKAGES.rds, 0.7.0, 0.7.1, 0.8.0, 0.8.1, 0.8.2, 0.8.3, 0.8.4.1, 0.8.5, 0.8.6.1, 0.8.6.2, 0.8.6, 0.8.7.1, 0.8.7.2, 0.8.7.4

Official website https://cran.r-project.org/web/packages/trustOptim/index.html

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

Description

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>.

Cites work

• trustOptim: An R Package for Trust Region Optimization with Sparse Hessians

Cited in

(8)

• ZIPFA
• Semi-parametric copula sample selection models for count responses
• Automatic differentiation of Box-Cox transformations with application to random effects models for continuous non-normal response
• nwSpGr
• bernor
• SemiParSampleSel
• Simulated maximum likelihood estimation in joint models for multiple longitudinal markers and recurrent events of multiple types, in the presence of a terminal event
• sfaR

This page was built for software: trustOptim