alabama: Constrained Nonlinear Optimization

Augmented Lagrangian Adaptive Barrier Minimization Algorithm for optimizing smooth nonlinear objective functions with constraints. Linear or nonlinear equality and inequality constraints are allowed.

Install the latest version of this package by entering the following in R:
install.packages("alabama")
AuthorRavi Varadhan (with contributions from Gabor Grothendieck)
Date of publication2015-03-06 00:44:37
MaintainerRavi Varadhan <ravi.varadhan@jhu.edu>
LicenseGPL (>= 2)
Version2015.3-1

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