All functions |
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An R implementation of a Dai / Yuan nonlinear conjugate gradient algorithm. |
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Truncated Newton function minimization |
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Variable metric nonlinear function minimization, driver. |
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Perform axial search around a supposed MINIMUM and provide diagnostics |
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Check bounds and masks for parameter constraints used in nonlinear optimization |
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Compute the maximum step along a search direction. |
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Test if requested solver is present |
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Summarize opm object |
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set control defaults |
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Run tests, where possible, on user objective function |
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Generate gradient and Hessian for a function at given parameters. |
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Generate gradient and Hessian for a function at given parameters. |
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Backward difference numerical gradient approximation. |
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Central difference numerical gradient approximation. |
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Run tests, where possible, on user objective function and (optionally) gradient and hessian |
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Forward difference numerical gradient approximation. |
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A reorganization of the call to numDeriv grad() function. |
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A reorganization of the call to the pracma grad() function. |
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Run tests, where possible, on user objective function and (optionally) gradient and hessian |
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Compact R Implementation of Hooke and Jeeves Pattern Search Optimization |
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Check Kuhn Karush Tucker conditions for a supposed function minimum |
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General-purpose optimization - multiple starts |
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An R implementation of a Dai / Yuan nonlinear conjugate gradient algorithm. |
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Variable metric nonlinear function minimization, driver. |
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General-purpose optimization |
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Extract optim() solution for one method of opm() result |
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General-purpose optimization |
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General-purpose optimization |
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Add a single optimr() solution to a opm() result set |
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A replacement and extension of the optim() function, plus various optimization tools |
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General-purpose optimization |
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Check Hessian matrix is positive definite by attempting a Cholesky decomposition. |
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General-purpose optimization - sequential application of methods |
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Compact display of an |
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Check the scale of the initial parameters and bounds input to an optimization code used in nonlinear optimization |
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Safeguarded Newton methods for function minimization using R functions. |
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Summarize optimx object |
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