trustOptim: An R Package for Trust Region Optimization with Sparse Hessians
Trust region algorithms are nonlinear optimization tools that tend to be stable and reliable when the objective function is non-concave, ill-conditioned, or exhibits regions that are nearly flat. Additionally, most freely-available optimization routines do not exploit the sparsity of the Hessian whe...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2014-09-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/2186 |