trustOptim: An R package for trust region optimization with sparse Hessians

Journal of Statistical Software

Volumn 60, Issue 4, 2014, Pages 1-16

  Braun, Michael ^a  

^a SOUTHERN METHODIST UNIVERSITY   (United States)

Author keywords

Nonlinear optimization; R; Sparse Hessian; Trust region; Unconstrained optimization

Indexed keywords

EID: 84907481366     PISSN: 15487660     EISSN: None     Source Type: Journal    
DOI: 10.18637/jss.v060.i04     Document Type: Article

References (20)

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