alabama: Constrained nonlinear optimization

Augmented Lagrangian Adaptive Barrier Minimization Algorithm for optimizing smooth nonlinear objective functions with constraints. Linear or nonlinear equality and inequality constraints are allowed.

Package details

AuthorRavi Varadhan (with contributions from Gabor Grothendieck)
MaintainerRavi Varadhan <rvaradhan@jhmi.edu>
LicenseGPL (>=2)
Version2010.7-1
URL http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.html
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("alabama", repos="http://R-Forge.R-project.org")

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alabama documentation built on May 2, 2019, 6:17 p.m.