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RcppTrust 0.2.0

  • The package license is now GPL-2, because the BOBYQA/NEWUOA ports and their R wrappers derive from the GPL-2 package ‘minqa’.

  • M. J. D. Powell is added as an author for the BOBYQA/NEWUOA algorithms and original Fortran code; sources and notices for all ported code (‘trust’, ‘basin’, ‘minqa’, Powell’s Fortran) are listed in inst/COPYRIGHTS.

  • New steihaug(): a Steihaug truncated conjugate-gradient trust-region Newton minimizer ported from the Rust crate ‘basin’, with exact-Hessian and matrix-free (Hessian-vector product) modes, and a thread-safe C entry point steihaug_solve_c().

  • New bobyqa() and newuoa(): thread-safe C++ ports of Powell’s derivative-free BOBYQA and NEWUOA from ‘minqa’ 1.2.8, drop-in replacements for minqa::bobyqa()/minqa::newuoa(), with C entry points bobyqa_solve_c()/newuoa_solve_c(). BOBYQA’s RESCUE step evaluates the intended point rather than minqa’s uninitialized one.

  • .RcppTrustPtr() and RcppTrust.h gain appended slots for the new C entry points and their result-free functions.

  • New vignette vignette("trust-region-methods").

RcppTrust 0.1.0

CRAN release: 2026-09-07

  • Original release of RcppTRust only containing the port of trust::trust()