vntrs

About

This package is an implementation of the variable neighborhood trust region search algorithm Bierlaire et al. (2009) “A Heuristic for Nonlinear Global Optimization”.

How to get started

1. Install the latest package version via running install.packages("vntrs") in your R console.

2. 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.

3. 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.