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.

Package details

AuthorRavi Varadhan (with contributions from Gabor Grothendieck)
MaintainerRavi Varadhan <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the alabama package in your browser

Any scripts or data that you put into this service are public.

alabama documentation built on May 29, 2017, 12:37 p.m.