mize: Unconstrained Numerical Optimization Algorithms

Optimization algorithms implemented in R, including conjugate gradient (CG), Broyden-Fletcher-Goldfarb-Shanno (BFGS) and the limited memory BFGS (L-BFGS) methods. Most internal parameters can be set through the call interface. The solvers hold up quite well for higher-dimensional problems.

Package details

AuthorJames Melville [aut, cre]
MaintainerJames Melville <[email protected]>
LicenseBSD 2-clause License + file LICENSE
URL http://github.com/jlmelville/mize
Package repositoryView on CRAN
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mize documentation built on Sept. 22, 2018, 1:04 a.m.