Flexible Optimization of Complex Loss Functions with State and Parameter Space Constraints

Flexible optimizer with numerous input specifications for detailed parameterisation. Designed for complex loss functions with state and parameter space constraints. Visualization tools for validation and analysis of the convergence are included.


News


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optimization 1.0-4

21-05-17 optimization Version 1.0-4 released to CRAN

optimization 1.0-5

27-06-17 Bugfix: Solving loss functions of dimension 1 is now possible with optim_nm

optimization 1.0-6

22-09-17: Bugfix: Invalid starting variable combinations stop the optimization and generate an error message.

optimization 1.0-7

20-10-17: Vignette added

Reference manual

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install.packages("optimization")

1.0-7 by Kai Husmann, a year ago


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


Authors: Kai Husmann and Alexander Lange


Documentation:   PDF Manual  


GPL (>= 2) license


Imports colorspace

Depends on Rcpp

Suggests R.rsp

Linking to Rcpp


See at CRAN