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optextras

Tools to Support Optimization Possibly with Bounds and Masks

Installation

About

Tools to assist in safely applying user generated objective and derivative function to optimization programs. These are primarily function minimization methods with at most bounds and masks on the parameters. Provides a way to check the basic computation of objective functions that the user provides, along with proposed gradient and Hessian functions, as well as to wrap such functions to avoid failures when inadmissible parameters are provided. Check bounds and masks. Check scaling or optimality conditions. Perform an axial search to seek lower points on the objective function surface. Includes forward, central and backward gradient approximation codes.

Key Metrics

Version 2019-12.4
Published 2019-12-20 1753 days ago
Needs compilation? no
License GPL-2
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Maintainer

Maintainer

John C Nash

Authors

John C Nash

aut / cre

Material

NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

optextras archive

Imports

numDeriv
utils

Reverse Depends

Rcgmin

Reverse Imports

optimr
Rvmmin