Truncated Newton Function Minimization with Bounds Constraints

Truncated Newton function minimization with bounds constraints based on the 'Matlab'/'Octave' codes of Stephen Nash.


News

Changes in Rtnmin

TODOS o Simplification and streamlining of code to mesh better with other R optimization tools.

o Put maxit, maxfun in control list somehow.

o Setup trace as integer to work properly

2016-06-28

o Removed development files from inst, and inst directory

2013-09-12

o Modlnp fix from SGN implemented so jones function works.

2013-09-03

o Some fixes, particularly to dot-arguments missing from calls to user function.

o Changed returned user fgfun to f with g as attribute.

2013-06-03

o Properly packaged version of Rtnmin.

2013-11-11

o First version of Rtn.

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("Rtnmin")

2016-7.7 by John C Nash, 4 years ago


Browse source code at https://github.com/cran/Rtnmin


Authors: John C Nash [aut, cre, cph] , Stephen G Nash [aut, cph]


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


GPL (>= 2) license



See at CRAN