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Reorganized optional arguments of vntrs().
Renamed argument tolerance to
identical_tolerance to clarify that it identifies identical
optima.
Added argument scale. Its default
"relative" applies scale-free distance, objective-gap,
duplicate-optimum, and gradient criteria; "absolute"
applies the corresponding unscaled measures used by Bierlaire et
al. (2009).
Made duplicate-optimum detection scale-free by default, while
retaining an absolute comparison through
scale = "absolute".
Added arguments known_optimum_radius and
interruption_gradient_tolerance to control the distance and
gradient thresholds for premature interruption.
Added argument evaluation_limit to impose a maximum
number of objective-function calls.
Now samples initialization points across finite parameter bounds.
init_min and init_max remain the fallback for
parameters without finite bounds.
Expanded the parameter documentation with explanations and recommended values.
Improved initialization when the objective is non-finite at a randomly generated starting point.
Now sorts returned optima from best to worst by objective value.
Reduced objective-function evaluations by delaying numerical gradients until a trial step is accepted and by reusing available values and gradients. # vntrs 0.2.2
Replaced the absolute gradient convergence check with a scaled gradient criterion.
Reworked missing-derivative handling.
Added damped-BFGS trust-region models and reuse of local curvature across continued searches.
Improved documentation.
Removed renv.
Added optional bound constraints to the trust-region optimizer.
These are available through the lower and
upper arguments.
Improved documentation.
Implemented the algorithm in Rcpp for faster execution.
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.