Rsolnp

Since version 2.0.0, a new function, csolnp, represents an faster version of solnp based on a full translation to C++. Additionally, options for passing analytic gradient and Jacobian functions is now implemented. Other enhancements include a new test suite based on the Hock-Schittkowski 306 problems.

A new multi-start solver has also been implemented in the csolnp_ms function (see vignette for more details).

Installation

The package can be installed from CRAN or the github repo:

remotes::install_github("alexiosg/Rsolnp", dependencies = TRUE)