ucminf

General-Purpose Unconstrained Non-Linear Optimization

An algorithm for general-purpose unconstrained non-linear optimization. The algorithm is of quasi-Newton type with BFGS updating of the inverse Hessian and soft line search with a trust region type monitoring of the input to the line search algorithm. The interface of 'ucminf' is designed for easy interchange with 'optim'.

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Description file content

Package
ucminf
Version
1.1-4
Date
2016-08-17
Title
General-Purpose Unconstrained Non-Linear Optimization
Author
Hans Bruun Nielsen and Stig Bousgaard Mortensen
Maintainer
Stig Bousgaard Mortensen
Description
An algorithm for general-purpose unconstrained non-linear optimization. The algorithm is of quasi-Newton type with BFGS updating of the inverse Hessian and soft line search with a trust region type monitoring of the input to the line search algorithm. The interface of 'ucminf' is designed for easy interchange with 'optim'.
Suggests
numDeriv
License
GPL (>= 2)
NeedsCompilation
yes
Packaged
2016-08-17 21:10:35 UTC; sbm
Repository
CRAN
Date/Publication
2016-08-18 00:07:39

install.packages('ucminf')

1.1-4

02 years ago

Stig Bousgaard Mortensen

GPL (>= 2)

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numDeriv

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