optimflex: Derivative-Based Optimization with User-Defined Convergence Criteria

Provides a derivative-based optimization framework that allows users to combine eight convergence criteria. Unlike standard optimization functions, this package includes a built-in mechanism to verify the positive definiteness of the Hessian matrix at the point of convergence. This additional check helps prevent the solver from falsely identifying non-optimal solutions, such as saddle points, as valid minima.

Version: 0.1.0
Imports: numDeriv, utils
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2026-02-07
DOI: 10.32614/CRAN.package.optimflex (may not be active yet)
Author: Eunseong Cho [aut, cre]
Maintainer: Eunseong Cho <bene at kw.ac.kr>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: optimflex results [issues need fixing before 2026-02-21]

Documentation:

Reference manual: optimflex.html , optimflex.pdf
Vignettes: Introduction to optimflex (source, R code)

Downloads:

Package source: optimflex_0.1.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): optimflex_0.1.0.tgz, r-oldrel (arm64): not available, r-release (x86_64): optimflex_0.1.0.tgz, r-oldrel (x86_64): optimflex_0.1.0.tgz

Linking:

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