alabama-package: Constrained Nonlinear Optimization

alabamaR Documentation

Constrained Nonlinear Optimization

Description

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

Details

Package: alabama
Type: Package
Version: 2023.1.0
Date: 2023-08-21
License: GPL-2 or greater
LazyLoad: yes

Author(s)

Ravi Varadhan (with contributions from Gabor Grothendieck)

Ravi Varadhan <ravi.varadhan@jhu.edu>

See Also

constrOptim, spg


alabama documentation built on Aug. 23, 2023, 1:09 a.m.