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 pointsteihaug_solve_c().New
bobyqa()andnewuoa(): thread-safe C++ ports of Powell’s derivative-free BOBYQA and NEWUOA from ‘minqa’ 1.2.8, drop-in replacements forminqa::bobyqa()/minqa::newuoa(), with C entry pointsbobyqa_solve_c()/newuoa_solve_c(). BOBYQA’sRESCUEstep evaluates the intended point rather than minqa’s uninitialized one..RcppTrustPtr()andRcppTrust.hgain appended slots for the new C entry points and their result-free functions.New vignette
vignette("trust-region-methods").
