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Provides a derivative-based optimization framework that allows users to combine eight convergence criteria. Unlike standard optimization functions, this package includes a built-in mechanism to verify the positive definiteness of the Hessian matrix at the point of convergence. This additional check helps prevent the solver from falsely identifying non-optimal solutions, such as saddle points, as valid minima.
| Version: | 0.1.0 |
| Imports: | numDeriv, utils |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-02-07 |
| DOI: | 10.32614/CRAN.package.optimflex |
| Author: | Eunseong Cho [aut, cre] |
| Maintainer: | Eunseong Cho <bene at kw.ac.kr> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | optimflex results [issues need fixing before 2026-02-21] |
| Reference manual: | optimflex.html , optimflex.pdf |
| Vignettes: |
Introduction to optimflex (source, R code) |
| Package source: | optimflex_0.1.0.tar.gz |
| Windows binaries: | r-devel: optimflex_0.1.0.zip, r-release: optimflex_0.1.0.zip, r-oldrel: optimflex_0.1.0.zip |
| macOS binaries: | r-release (arm64): optimflex_0.1.0.tgz, r-oldrel (arm64): not available, r-release (x86_64): optimflex_0.1.0.tgz, r-oldrel (x86_64): optimflex_0.1.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.