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).
The package can be installed from CRAN or the github repo:
remotes::install_github("alexiosg/Rsolnp", dependencies = TRUE)