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'.

AuthorHans Bruun Nielsen and Stig Bousgaard Mortensen
Date of publication2016-08-18 00:07:39
MaintainerStig Bousgaard Mortensen <stigbm@gmail.com>
LicenseGPL (>= 2)
Version1.1-4

View on CRAN

Files

ucminf
ucminf/inst
ucminf/inst/doc
ucminf/inst/doc/TR0019.pdf
ucminf/src
ucminf/src/Makevars
ucminf/src/interface.c
ucminf/src/fortran.f
ucminf/NAMESPACE
ucminf/R
ucminf/R/ucminf.R
ucminf/MD5
ucminf/DESCRIPTION
ucminf/man
ucminf/man/ucminf.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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