optimization: Flexible Optimization of Complex Loss Functions with State and Parameter Space Constraints

Flexible optimizer with numerous input specifications for detailed parameterisation. Designed for complex loss functions with state and parameter space constraints. Visualization tools for validation and analysis of the convergence are included.

Package details

AuthorKai Husmann and Alexander Lange
MaintainerKai Husmann <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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optimization documentation built on Nov. 17, 2017, 4:30 a.m.