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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
|
| 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 |
| Reference manual: | vntrs.html , vntrs.pdf |
| 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 |
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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.