RcppTrust

Thread-Safe C++ Port of the 'trust' Trust Region Optimizer

Does local optimization using two derivatives and trust regions. Guaranteed to converge to a local minimum of the objective function. This is a thread-safe C++ port of the algorithm in the 'trust' package by Charles J. Geyer, exposed both as a drop-in R function and as a C-callable, thread-safe entry point (with function pointers registered for other packages to call without linking against this package's shared library) so it can be used from parallel C++ code such as in 'nlmixr2est'.

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