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'.

Package details

AuthorK Hervé Dakpo [ctb, cre], Hans Bruun Nielsen [aut], Stig Bousgaard Mortensen [aut]
MaintainerK Hervé Dakpo <k-herve.dakpo@inrae.fr>
LicenseGPL (>= 2)
URL https://github.com/hdakpo/ucminf
Package repositoryView on CRAN
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ucminf documentation built on May 31, 2023, 8:41 p.m.