Variable Neighborhood Trust Region Search
Overview
Implements a variable neighborhood trust region search (VNTRS) algorithm for nonlinear global optimization, based on Bierlaire et al. (2009) "A Heuristic for Nonlinear Global Optimization" doi:10.1287/ijoc.1090.0343. The method combines neighborhood exploration with a trust-region framework to search the solution space efficiently. It can terminate a local search early when the iterates converge toward a previously visited local optimum or when further improvement within the current region is unlikely. The algorithm can also be used to identify multiple local optima.
- Reorganized optional arguments of
vntrs(). - Renamed argument
tolerancetoidentical_toleranceto clarify that it identifies identical optima. - Added argument
scale. Its default"relative"applies scale-free distance, objective-gap, duplicate-optimum, and gradient criteria;"absolute"applies the corresponding unscaled measures used by Bierlaire et al. (2009). - Made duplicate-optimum detection scale-free by default, while retaining an absolute comparison through
scale = "absolute". - Added arguments
known_optimum_radiusandinterruption_gradient_toleranceto control the distance and gradient thresholds for premature interruption. - Added argument
evaluation_limitto impose a maximum number of objective-function calls.
Show all changes in 0.3.0Hide the rest of the changes in 0.3.0
- Now samples initialization points across finite parameter bounds.
init_minandinit_maxremain the fallback for parameters without finite bounds. - Expanded the parameter documentation with explanations and recommended values.
- Improved initialization when the objective is non-finite at a randomly generated starting point.
- Now sorts returned optima from best to worst by objective value.
- Reduced objective-function evaluations by delaying numerical gradients until a trial step is accepted and by reusing available values and gradients.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-04-22
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- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-04-16
- NOTE13 OK, 1 NOTE2026-03-28
- OK14 OK2026-03-10
Documentation
- Help pages
- 2 (1 internal)includes a package overview page
- Examples that run
- 100%2 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 83%
- Return-value docs
- 100%
- Help pages citing references
- 50%
Downloads
Repository
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Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- 0.3.0Latest
- 0.2.12026-05-07 · diff ↗
- RR 4.6.0 released · 2026-04-24
- 0.2.0
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.1.1
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.1.02021-10-18
- RR 4.1.0 released · 2021-05-18
Package metadata
- First published
- 2021-10-18
- Total releases
- 5 / 5 yrs
- License
- GPL-3 OSI
- Download size
- 212 KB
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