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Alex Rivera
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I have a complex objective function I am looking to optimize. The optimization problem takes a considerable time to optimize. Fortunately, I do have the gradient and the hessian of the function available. Is there an optimization package in R that can take all three of these inputs? The class 'optim' does not accept the Hessian. I have scanned the CRAN task page for optimization and nothing pops. For what it's worth, I am able to perform the optimization in MATLAB using ' fminunc ' with the the 'GradObj' and 'Hessian' arguments.
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