Package {RcppTrust}

Type: Package
Title: Thread-Safe C++ Port of the 'trust' Trust Region Optimizer
Version: 0.1.0
Description: 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'.
License: MIT + file LICENSE
URL: https://github.com/nlmixr2/RcppTrust/, https://nlmixr2.github.io/RcppTrust/, http://www.stat.umn.edu/geyer/trust/
Encoding: UTF-8
Depends: R (≥ 4.2.0)
Imports: Rcpp
LinkingTo: Rcpp, RcppArmadillo, BH
Suggests: testthat (≥ 3.0.0), stats, knitr, rmarkdown, trust, microbenchmark
Config/testthat/edition: 3
SystemRequirements: C++17
VignetteBuilder: knitr
Config/roxygen2/version: 8.1.0
NeedsCompilation: yes
Packaged: 2026-08-25 13:26:50 UTC; matt-fidler
Author: Charles J. Geyer ORCID iD [aut], Matthew Fidler ORCID iD [aut, cre]
Maintainer: Matthew Fidler <matthew.fidler@gmail.com>
Repository: CRAN
Date/Publication: 2026-09-07 12:20:02 UTC

Positionally-indexed function pointer table for downstream packages

Description

Returns the list of native function pointers a consuming package (e.g. nlmixr2est) resolves via the header-only registration pattern in inst/include/RcppTrust.h – the same pattern rxode2/n1qn1c/ lbfgsb3c use, so no linker dependency on this package's shared library is required. Not intended to be called directly by end users.

Usage

.RcppTrustPtr()

Value

An unclassed list of external pointers.

Non-Linear Optimization by a Trust Region Algorithm

Description

Thread-safe C++ port of trust::trust() (Geyer). Carries out a minimization or maximization of a function using a trust region algorithm; see the original package's documentation for the algorithm and argument semantics, which this function reproduces exactly.

Usage

trust(
  objfun,
  parinit,
  rinit,
  rmax,
  parscale,
  iterlim = 100,
  fterm = sqrt(.Machine$double.eps),
  mterm = sqrt(.Machine$double.eps),
  minimize = TRUE,
  blather = FALSE,
  ...
)

Arguments

objfun

an R function computing value, gradient, and Hessian; see trust::trust for the exact contract.

parinit

starting parameter values.

rinit

starting trust region radius.

rmax

maximum allowed trust region radius.

parscale

optional parameter scale vector.

iterlim

maximum number of iterations.

fterm

function-value termination tolerance.

mterm

model-decrease termination tolerance.

minimize

if TRUE minimize, if FALSE maximize.

blather

if TRUE return extra per-iteration information.

...

additional arguments passed to objfun.

Value

A list with the same components as trust::trust().