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vntrs: Variable Neighborhood Trust Region Search

An algorithm for nonlinear global optimization based on the variable neighbourhood trust region search (VNTRS) algorithm proposed by Bierlaire et al. (2009) "A Heuristic for Nonlinear Global Optimization" <doi:10.1287/ijoc.1090.0343>. The algorithm combines variable neighbourhood exploration with a trust-region framework to efficiently search the solution space. It can terminate a local search early if the iterates are converging toward a previously visited local optimum or if further improvement within the current region is unlikely. In addition to global optimization, the algorithm can also be applied to identify multiple local optima.

Version: 0.2.0
Imports: checkmate, oeli (≥ 0.7.5), Rcpp
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat (≥ 3.0.0)
Published: 2025-10-25
DOI: 10.32614/CRAN.package.vntrs
Author: Lennart Oelschläger ORCID iD [aut, cre]
Maintainer: Lennart Oelschläger <oelschlaeger.lennart at gmail.com>
BugReports: https://github.com/loelschlaeger/vntrs/issues
License: GPL-3
URL: https://loelschlaeger.de/vntrs/, https://github.com/loelschlaeger/vntrs/
NeedsCompilation: yes
Materials: README, NEWS
CRAN checks: vntrs results

Documentation:

Reference manual: vntrs.html , vntrs.pdf

Downloads:

Package source: vntrs_0.2.0.tar.gz
Windows binaries: r-devel: vntrs_0.1.1.zip, r-release: vntrs_0.2.0.zip, r-oldrel: vntrs_0.1.1.zip
macOS binaries: r-release (arm64): vntrs_0.2.0.tgz, r-oldrel (arm64): vntrs_0.2.0.tgz, r-release (x86_64): vntrs_0.2.0.tgz, r-oldrel (x86_64): vntrs_0.2.0.tgz
Old sources: vntrs archive

Linking:

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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.