alabama-package: Constrained nonlinear optimization

Description Details Author(s) See Also

Description

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

Details

Package: alabama
Type: Package
Version: 1.0
Date: 2010-07-24
License: What license is it under?
LazyLoad: yes

Author(s)

Ravi Varadhan (with contributions from Gabor Grothendieck)

Ravi Varadhan <rvaradhan@jhmi.edu> URL:http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.html

See Also

constrOptim, spg


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