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'.
|Author||Hans Bruun Nielsen and Stig Bousgaard Mortensen|
|Date of publication||2016-08-18 00:07:39|
|Maintainer||Stig Bousgaard Mortensen <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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