jlmelville/mize: Unconstrained Numerical Optimization Algorithms

Optimization algorithms implemented in R, including conjugate gradient (CG), Broyden-Fletcher-Goldfarb-Shanno (BFGS) and the limited memory BFGS (L-BFGS) methods. Most internal parameters can be set through the call interface. The solvers hold up quite well for higher-dimensional problems.

Getting started

Package details

Maintainer
LicenseBSD 2-clause License + file LICENSE
Version0.2.4
URL https://github.com/jlmelville/mize
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jlmelville/mize")
jlmelville/mize documentation built on Jan. 17, 2022, 8:47 a.m.