Package: RcppTrust 0.2.0

RcppTrust: Thread-Safe C++ Trust Region Optimizers

Thread-safe C++ trust region optimizers, each exposed both as an R function and as a C-callable entry point (with function pointers registered for other packages to call without linking against this package's shared library) so they can be used from parallel C++ code such as in 'nlmixr2est'. Includes a port of the two-derivative trust region algorithm in the 'trust' package by Charles J. Geyer; a port of the Steihaug truncated conjugate-gradient trust region method from the 'basin' Rust crate (Steihaug (1983) <doi:10.1137/0720042>); and ports of M. J. D. Powell's derivative-free BOBYQA (Powell (2009), Report DAMTP 2009/NA06) and NEWUOA (Powell (2006) <doi:10.1007/0-387-30065-1_16>) Fortran 77 code <https://github.com/libprima/prima/tree/main/fortran/original>, as modified and distributed in the 'minqa' package, whose R interface is reproduced.

Authors:Charles J. Geyer [aut, cph], Matthew Fidler [aut, cre], Michael J. D. Powell [aut], Douglas Bates [ctb, cph], Katharine M. Mullen [ctb, cph], John C. Nash [ctb, cph], Ravi Varadhan [ctb, cph], Johan Larsson [ctb, cph]