This package is an implementation of the variable neighborhood trust region 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
vntrs::vntrs(f = f, npar = npar, minimize = minimize), where
npar is the number of parameters of
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.