General Purpose Optimization in R using C++


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Documentation for package ‘roptim’ version 0.1.6

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example1_rosen_bfgs Example 1: Minimize Rosenbrock function using BFGS
example1_rosen_grad_hess_check Example 1: Gradient/Hessian checks for the implemented C++ class of Rosenbrock function
example1_rosen_nograd_bfgs Example 1: Minimize Rosenbrock function (with numerical gradient) using BFGS
example1_rosen_other_methods Example 1: Minimize Rosenbrock function using other methods
example2_tsp_sann Example 2: Solve Travelling Salesman Problem (TSP) using SANN
example3_flb_25_dims_box_con Example 3: Minimize a function using L-BFGS-B with 25-dimensional box constrained
example4_wild_fun Example 4: Minimize a "wild" function using SANN and BFGS
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