ucminf: General-Purpose Unconstrained Non-Linear Optimization

An algorithm for general-purpose unconstrained non-linear optimization. The algorithm is of quasi-Newton type with BFGS updating of the inverse Hessian and soft line search with a trust region type monitoring of the input to the line search algorithm. The interface of 'ucminf' is designed for easy interchange with 'optim'.

Getting started

Package details

AuthorHans Bruun Nielsen and Stig Bousgaard Mortensen
MaintainerStig Bousgaard Mortensen <stigbm@gmail.com>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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ucminf documentation built on Sept. 29, 2022, 5:13 p.m.