All functions

Rcgmin() Rcgminu() Rcgminb()

An R implementation of a Dai / Yuan nonlinear conjugate gradient algorithm.

tn() tnbc()

Truncated Newton function minimization

Rvmmin() Rvmminb() Rvmminu()

Variable metric nonlinear function minimization, driver.

axsearch()

Perform axial search around a supposed MINIMUM and provide diagnostics

bmchk()

Check bounds and masks for parameter constraints used in nonlinear optimization

bmstep()

Compute the maximum step along a search direction.

checksolver() checkallsolvers()

Test if requested solver is present

coef(<opm>) `coef<-`(<opm>)

Summarize opm object

ctrldefault() dispdefault()

set control defaults

fnchk()

Run tests, where possible, on user objective function

gHgen()

Generate gradient and Hessian for a function at given parameters.

gHgenb()

Generate gradient and Hessian for a function at given parameters.

grback()

Backward difference numerical gradient approximation.

grcentral()

Central difference numerical gradient approximation.

grchk()

Run tests, where possible, on user objective function and (optionally) gradient and hessian

grfwd()

Forward difference numerical gradient approximation.

grnd()

A reorganization of the call to numDeriv grad() function.

grpracma()

A reorganization of the call to the pracma grad() function.

hesschk()

Run tests, where possible, on user objective function and (optionally) gradient and hessian

hjn()

Compact R Implementation of Hooke and Jeeves Pattern Search Optimization

kktchk()

Check Kuhn Karush Tucker conditions for a supposed function minimum

multistart()

General-purpose optimization - multiple starts

ncg()

An R implementation of a Dai / Yuan nonlinear conjugate gradient algorithm.

nvm()

Variable metric nonlinear function minimization, driver.

opm()

General-purpose optimization

opm2optimr()

Extract optim() solution for one method of opm() result

optchk()

General-purpose optimization

optimr()

General-purpose optimization

optimr2opm()

Add a single optimr() solution to a opm() result set

optimx-package

A replacement and extension of the optim() function, plus various optimization tools

optimx()

General-purpose optimization

pd_check()

Check Hessian matrix is positive definite by attempting a Cholesky decomposition.

polyopt()

General-purpose optimization - sequential application of methods

proptimr()

Compact display of an optimr() result object

scalechk()

Check the scale of the initial parameters and bounds input to an optimization code used in nonlinear optimization

snewton() snewtm()

Safeguarded Newton methods for function minimization using R functions.

summary(<optimx>)

Summarize optimx object