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Add thread-safe Steihaug, BOBYQA and NEWUOA trust-region optimizers - #1
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- steihaug(): Steihaug truncated-CG trust-region Newton minimizer ported from the Rust crate basin (exact-Hessian and matrix-free modes), with a thread-safe C entry point steihaug_solve_c(). Matches basin bit for bit. - bobyqa()/newuoa(): line-by-line C++ ports of Powell's BOBYQA/NEWUOA from minqa 1.2.8, drop-in replacements for the minqa R functions, with thread-safe C entry points. Bitwise identical to minqa; BOBYQA's RESCUE step evaluates the intended point instead of minqa's uninitialized one. - Append new slots to .RcppTrustPtr()/RcppTrust.h for nlmixr2est. - OpenMP thread-safety tests, fidelity tests against minqa and basin reference counts, new vignette "trust-region-methods". - NAMESPACE is now roxygen-managed. - License changed to GPL-2 (minqa-derived code); trust and basin notices retained in inst/COPYRIGHTS. Version 0.2.0.
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- On non-x86_64, don't compare end points of the ill-conditioned tight-bounds BOBYQA case (FMA-contracted Fortran stops elsewhere). - Skip the iprint text comparison on Windows, where Rprintf and C++ snprintf format %#g differently. - Cover NEWUOA's BIGDEN and BOBYQA's RESCUE paths, every Steihaug stopping rule, R wrapper argument handling, and the C entry points' invalid-input and callback-failure codes (coverage 75.9% -> 92.0%).
- Ill-conditioned tight-bounds BOBYQA case: on non-x86_64 compare only the result class (minqa's FMA-contracted Fortran exits with ierr 3 there). - Trigger the non-finite-x abort with a NaN start instead of an unbounded run; check the unbounded ierr = 3 exit only on x86_64. - Loosen the RESCUE test's accuracy threshold; assert RelativeCostTolerance and MaxIter explicitly.
- Add M. J. D. Powell as author (Michael J. D. Powell) and cite his original BOBYQA/NEWUOA Fortran 77 sources (PRIMA archive) and papers in DESCRIPTION, man pages, README, vignette and inst/COPYRIGHTS. - License stays GPL-2: the C++ ports are translated from minqa's modified Fortran and R/minqa.R and the print glue follow minqa's R/C++ code, so the minqa authors remain listed as contributors/copyright holders.
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Adds three trust-region optimizers. Like
trust(), each has an R function and a thread-safe C entry point with no R API calls and no global state, so it can be used as an inner or outer optimizer inside nlmixr2est's parallel C++ code.steihaug()steihaug_solve_c()bobyqa()bobyqa_solve_c()newuoa()newuoa_solve_c()UOBYQA is not included: it needs O(n²) points, and NEWUOA covers the same case.
How closely the ports match
R/minqa.Rsemantics.rescue.fcallsCALFUN(N,X,IPRINT)withXundefined insideRESCUE, so it evaluates the objective at uninitialized memory and results aren't repeatable. The port uses Powell's intendedW(1..N). Runs that enterRESCUEmatch a copy of minqa with only that line fixed.maxit = 100and an absolute gradient tolerance of1e-8.Downstream interface
.RcppTrustPtr()andinst/include/RcppTrust.hgain appended slots:bobyqa_solve_c,newuoa_solve_c,minqa_result_free,steihaug_solve_c,steihaug_result_free. Existing slots are unchanged.NULL.Other changes
inst/COPYRIGHTS.NEWS.mdadded.NAMESPACEis now roxygen-managed.vignette("trust-region-methods"); README and the main vignette updated.Testing
tests/testthat/test-minqa.R: exact comparison with minqa when it is installed (approximate on non-x86_64), error codes, R error propagation.tests/testthat/test-steihaug.R: basin reference counts, matrix-free vs exact, termination reasons, input validation.n) were run under AddressSanitizer and UBSan.R CMD check --as-cran: 1 NOTE, a non-portable compiler flag from this machine's R configuration.