Variable Metric Nonlinear Function Minimization

Variable metric nonlinear function minimization with bounds constraints.


News

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.

2015-01-07

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.

2014-12-21

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.

2013-10-27

o Added maxfevals to control. (It had been there some time.)

2013-8-19

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.

Reference manual

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install.packages("Rvmmin")

2018-4.17 by John C. Nash, a year ago


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


Authors: John C. Nash [aut, cre]


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


GPL (>= 2) license


Imports optextras

Suggests knitr


Imported by optimr.

Suggested by nlmrt, nlsr, simode.


See at CRAN