Variable metric nonlinear function minimization with bounds constraints.
Changes in Rvmmin
Changes before 2012-4-30 not recorded
TODOS o Saving of final Hessian approx as in Rvmminx
o Eventual incorporation of line searches, possibly in a separate routine
2017-11-25 o Tidy tests o Some cleanup of vignette
2017-7-18 o Simplify example o Added tests
2016-11-30 o Vignette added (incomplete)
2015-11-30 o Changed control "stopbadupdate" to TRUE from FALSE.
2015-06-03 o Had "lower" instead of "upper" in one of the bounds checks. Fixed.
2015-05-03 o Check gradient count ig > 2 when doing convergence test. Possible failure for test fn = sum(x*x) noted. However, other fns fail with this change. This is an issue in the program logic rather than an algorithmic failure.
o comments in codes Rvmminb.R and Rvmminu.R aligned so that the differences between bounds constrained version and unconstrained more easily visualized
o control keepinputpar explained. It is used when user does NOT want out-of-bounds parameters on input moved to nearest bound. Program will stop in this case.
o Minor changes to maxit and maxfeval defaults so that they are increased with increasing numbers of parameters.
o As per CRAN policies, edited DESCRIPTION and NAMESPACE files. Because there is no change to code, the date of the package advanced by only 1 day.
o Added maxfevals to control. (It had been there some time.)
o Numerical gradient from optextras, remove bmchk from package, put bmchk call in Rvmmin, not Rvmminb
2013-7-20 o Minor improvements to timing by use of crossprod() in computing y and D2
2012-7-9 o Removed optansout to avoid conflicts with optplus/optimx
2012-5-21 o Separation of constrained and unconstrained versions.