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optimx: Expanded Replacement and Extension of the 'optim' Function

Provides a replacement and extension of the optim() function to call to several function minimization codes in R in a single statement. These methods handle smooth, possibly box constrained functions of several or many parameters. Note that function 'optimr()' was prepared to simplify the incorporation of minimization codes going forward. Also implements some utility codes and some extra solvers, including safeguarded Newton methods. Many methods previously separate are now included here. This is the version for CRAN.

Version: 2023-10.21
Imports: numDeriv, nloptr, pracma
Suggests: knitr, rmarkdown, setRNG, BB, ucminf, minqa, dfoptim, lbfgsb3c, lbfgs, subplex, marqLevAlg, testthat (≥ 3.0.0), R.rsp
Published: 2023-10-24
DOI: 10.32614/CRAN.package.optimx
Author: John C Nash [aut, cre], Ravi Varadhan [aut], Gabor Grothendieck [ctb]
Maintainer: John C Nash <nashjc at uottawa.ca>
License: GPL-2
NeedsCompilation: no
Citation: optimx citation info
Materials: NEWS
In views: Optimization
CRAN checks: optimx results

Documentation:

Reference manual: optimx.pdf
Vignettes: Explaining Gradient Minimizers in R
Using and extending the optimx package
Intro to optimx
Rvmmin - an R implementation of the Fletcher(1970) variable metric method with bounds and masks
SNewton: safeguarded Newton methods for function minimization

Downloads:

Package source: optimx_2023-10.21.tar.gz
Windows binaries: r-devel: optimx_2023-10.21.zip, r-release: optimx_2023-10.21.zip, r-oldrel: optimx_2023-10.21.zip
macOS binaries: r-release (arm64): optimx_2023-10.21.tgz, r-oldrel (arm64): optimx_2023-10.21.tgz, r-release (x86_64): optimx_2023-10.21.tgz, r-oldrel (x86_64): optimx_2023-10.21.tgz
Old sources: optimx archive

Reverse dependencies:

Reverse depends: BTYD, eirm, embryogrowth, macc, midasr, monmlp, parfm, phenology, sgt
Reverse imports: adana, aftsem, aldvmm, AlphaBeta, BayesLN, beezdemand, BTdecayLasso, calibrar, CatDyn, CensSpatial, CJAMP, CLVTools, Countr, curesurv, cxr, diffusion, ExtDist, EZtune, gear, geoBayes, glinvci, hero, hierSDR, hmmTMB, invGauss, ldhmm, LifeHist, marked, metabomxtr, mrds, mvord, netcom, nlmeVPC, PartCensReg, pdynmc, phenofit, PLmixed, psychonetrics, RAINBOWR, rankdist, REndo, reReg, ROI.plugin.optimx, SAMBA, scorematchingad, stopp, Surrogate, surrosurv, Synth, targeted, tidysynth, tipa, ubiquity, unitquantreg, WeibullFit, ZIPFA
Reverse suggests: ACDm, afex, bbmle, corncob, dimRed, Distance, heemod, languageR, lava, lbfgsb3c, lme4, LMMstar, mets, nlmrt, nlsr, projpred, qra, regsem, sirt, statespacer

Linking:

Please use the canonical form https://CRAN.R-project.org/package=optimx to link to this page.

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.