RcppTrust: Thread-Safe C++ Port of the 'trust' Trust Region Optimizer

Does local optimization using two derivatives and trust regions. Guaranteed to converge to a local minimum of the objective function. This is a thread-safe C++ port of the algorithm in the 'trust' package by Charles J. Geyer, exposed both as a drop-in R function and as a C-callable, thread-safe entry point (with function pointers registered for other packages to call without linking against this package's shared library) so it can be used from parallel C++ code such as in 'nlmixr2est'.

Version:	0.1.0
Depends:	R (≥ 4.2.0)
Imports:	Rcpp
LinkingTo:	Rcpp, RcppArmadillo, BH
Suggests:	testthat (≥ 3.0.0), stats, knitr, rmarkdown, trust, microbenchmark
Published:	2026-09-07
DOI:	10.32614/CRAN.package.RcppTrust
Author:	Charles J. Geyer [aut], Matthew Fidler [aut, cre]
Maintainer:	Matthew Fidler <matthew.fidler at gmail.com>
License:	MIT + file LICENSE
URL:	https://github.com/nlmixr2/RcppTrust/, https://nlmixr2.github.io/RcppTrust/, http://www.stat.umn.edu/geyer/trust/
NeedsCompilation:	yes
SystemRequirements:	C++17
Materials:	README
CRAN checks:	RcppTrust results

Documentation:

Reference manual:	RcppTrust.html , RcppTrust.pdf
Vignettes:	RcppTrust: A Thread-Safe C++ Trust Region Optimizer (source, R code)

Downloads:

Package source:	RcppTrust_0.1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: RcppTrust_0.1.0.zip, r-oldrel: RcppTrust_0.1.0.zip
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): RcppTrust_0.1.0.tgz, r-oldrel (x86_64): RcppTrust_0.1.0.tgz

Linking:

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