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This package is an implementation of the variable neighborhood trust region search algorithm Bierlaire et al. (2009) “A Heuristic for Nonlinear Global Optimization”.
Install the latest package version via running install.packages("vntrs")
in your R console.
Specify an R function f
that computes value, gradient, and Hessian of the function to be optimized and returns them as a named list with elements value
, gradient
, and hessian
.
Call vntrs::vntrs(f = f, npar = npar, minimize = minimize)
, where
npar
is the number of parameters of f
and
minimize
is a boolean, determining whether f
should be minimized (minimize = TRUE
, the default) or maximized (minimize = FALSE
).
Optionally, you can tune the algorithm by specifying the named list controls
and passing it to search
. See the help file of help("vntrs")
for details.
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.