Package {RcppTrust}

Type:	Package
Title:	Thread-Safe C++ Trust Region Optimizers
Version:	0.2.0
Description:	Thread-safe C++ trust region optimizers, each exposed both as an R function and as a C-callable entry point (with function pointers registered for other packages to call without linking against this package's shared library) so they can be used from parallel C++ code such as in 'nlmixr2est'. Includes a port of the two-derivative trust region algorithm in the 'trust' package by Charles J. Geyer; a port of the Steihaug truncated conjugate-gradient trust region method from the 'basin' Rust crate (Steihaug (1983) <doi:10.1137/0720042>); and ports of M. J. D. Powell's derivative-free BOBYQA (Powell (2009), Report DAMTP 2009/NA06) and NEWUOA (Powell (2006) <doi:10.1007/0-387-30065-1_16>) Fortran 77 code https://github.com/libprima/prima/tree/main/fortran/original, as modified and distributed in the 'minqa' package, whose R interface is reproduced.
License:	GPL-2
Copyright:	See inst/COPYRIGHTS for the sources, copyright holders and licenses of code ported from 'trust', 'basin', 'minqa' and Powell's Fortran.
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, minqa, microbenchmark
Config/testthat/edition:	3
SystemRequirements:	C++17
VignetteBuilder:	knitr
Config/roxygen2/version:	8.1.0
NeedsCompilation:	yes
Packaged:	2026-10-23 16:00:13 UTC; matt-fidler
Author:	Charles J. Geyer [aut, cph], Matthew Fidler [aut, cre], Michael J. D. Powell [aut] (BOBYQA and NEWUOA algorithms and original Fortran 77 code), Douglas Bates [ctb, cph] (minqa), Katharine M. Mullen [ctb, cph] (minqa), John C. Nash [ctb, cph] (minqa), Ravi Varadhan [ctb, cph] (minqa), Johan Larsson [ctb, cph] (basin trust-region / Steihaug implementation)
Maintainer:	Matthew Fidler <matthew.fidler@gmail.com>
Repository:	CRAN
Date/Publication:	2026-10-27 09:00:08 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.

Nonlinear optimization with box constraints (BOBYQA)

Description

Thread-safe C++ port of minqa::bobyqa(): minimizes a function of many variables subject to box constraints by a trust region method that forms quadratic models by interpolation, using M. J. D. Powell's BOBYQA algorithm. Arguments, defaults, and return value are those of minqa::bobyqa(); see its documentation for details.

Usage

bobyqa(par, fn, lower = -Inf, upper = Inf, control = list(), ...)

Arguments

Value

A list of class c("bobyqa", "minqa") with components par, fval, feval, ierr and msg.

Source

M. J. D. Powell's original Fortran 77 BOBYQA code, archived at https://github.com/libprima/prima/tree/main/fortran/original/bobyqa; R interface following the minqa package.

References

M. J. D. Powell (2009), "The BOBYQA algorithm for bound constrained optimization without derivatives", Report No. DAMTP 2009/NA06, Centre for Mathematical Sciences, University of Cambridge.

See Also

[newuoa()], and [minqa_c_api] for calling the solvers from parallel C/C++ code.

Examples

fr <- function(x) 100 * (x[2] - x[1]^2)^2 + (1 - x[1])^2
bobyqa(c(1, 2), fr, lower = c(0, 0), upper = c(4, 4))

Thread-safe C interfaces

Description

Every optimizer in this package is implemented as a C-callable core with no R API calls and no global state, so each can run concurrently from OpenMP/parallel C++ code (e.g. as an inner or outer optimizer in nlmixr2est). The R functions [trust()], [steihaug()], [bobyqa()] and [newuoa()] are thin wrappers around these same cores.

Details

A consuming package adds RcppTrust to LinkingTo and Imports, includes RcppTrust.h, and resolves the pointers at load time from [.RcppTrustPtr()] (slots, in order: trust_solve_c, trust_result_free, bobyqa_solve_c, newuoa_solve_c, minqa_result_free, steihaug_solve_c, steihaug_result_free). See vignette("RcppTrust") for a worked example.

Unconstrained derivative-free optimization (NEWUOA)

Description

Thread-safe C++ port of minqa::newuoa(): minimizes a function of many variables by a trust region method that forms quadratic models by interpolation, using M. J. D. Powell's NEWUOA algorithm.

Usage

newuoa(par, fn, control = list(), ...)

Arguments

Value

A list of class c("newuoa", "minqa") with components par, fval, feval, ierr and msg.

Source

M. J. D. Powell's original Fortran 77 NEWUOA code, archived at https://github.com/libprima/prima/tree/main/fortran/original/newuoa; R interface following the minqa package.

References

M. J. D. Powell (2006), "The NEWUOA software for unconstrained optimization without derivatives", in Large-Scale Nonlinear Optimization, Springer, 255-297. doi:10.1007/0-387-30065-1_16

See Also

[bobyqa()], [minqa_c_api]

Examples

fr <- function(x) 100 * (x[2] - x[1]^2)^2 + (1 - x[1])^2
newuoa(c(1, 2), fr)

Print method for minqa objects

Description

Print method for minqa objects

Usage

## S3 method for class 'minqa'
print(x, digits = max(3, getOption("digits") - 3), ...)

Arguments

Value

invisible(x)

Steihaug truncated-CG trust-region Newton minimization

Description

Thread-safe C++ port of the trust-region Newton minimizer with the Steihaug truncated conjugate-gradient subproblem from the Rust crate basin (TrustRegion with its default Steihaug subproblem, driven by basin's executor). Each iteration approximately minimizes the quadratic model m(p) = f + g^T p + \frac{1}{2} p^T B p over \|p\| \le \Delta by conjugate gradients, stopping at the boundary on negative curvature. Unlike [trust()] it never factorizes the Hessian, and with hessvec it never forms it at all (basin's matrix-free mode).

Usage

steihaug(par, fn, gr, hess = NULL, hessvec = NULL, control = list(), ...)

Arguments

Details

Evaluation pattern (identical to basin): fn and gr once at the start; hess once per outer iteration (exact mode) or hessvec once per CG product (matrix-free mode); fn at each trial point; gr after each accepted step. fn may return Inf (or NaN) at a trial point to reject it.

Value

A list with components par, value, gradient, iterations, converged, status (integer), message (the basin termination reason, e.g. "GradientTolerance", "MaxIter"), radius (final trust radius), counts (evaluations of fn, gr, hess, hessvec), and, when control$trace is TRUE, trace, a data frame with one row per subproblem attempt.

References

Steihaug, T. (1983). The conjugate gradient method and trust regions in large scale optimization. SIAM Journal on Numerical Analysis, 20(3), 626-637.

Nocedal, J. and Wright, S. J. (2006). Numerical Optimization (2nd ed.), Algorithms 4.1 and 7.2. Springer.

See Also

[trust()], [bobyqa()], [newuoa()]

Examples

fr <- function(x) 100 * (x[2] - x[1]^2)^2 + (1 - x[1])^2
grr <- function(x) c(-400 * x[1] * (x[2] - x[1]^2) - 2 * (1 - x[1]),
                     200 * (x[2] - x[1]^2))
hr <- function(x) matrix(c(1200 * x[1]^2 - 400 * x[2] + 2, -400 * x[1],
                           -400 * x[1], 200), 2, 2)
steihaug(c(-1.2, 1), fr, grr, hr)

# matrix-free: only Hessian-vector products
hv <- function(x, v) drop(hr(x) %*% v)
steihaug(c(-1.2, 1), fr, grr, hessvec = hv)$counts

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

Value

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