Truncated Newton Function Minimization with Bounds Constraints

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


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


o Removed development files from inst, and inst directory


o Modlnp fix from SGN implemented so jones function works.


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

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


o Properly packaged version of Rtnmin.


o First version of Rtn.

Reference manual

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2016-7.7 by John C Nash, 5 years ago

Browse source code at

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