rHanso: An R Implementation of Hybrid Algorithm for Non-Smooth Optimization (HANSO)

An R package based on the BFGS and gradient sampling methods. For general unconstrained minimization: convex or nonconvex, smooth or nonsmooth, including BFGS, limited memory BFGS and gradient sampling methods, based on weak Wolfe line search.

Package details

AuthorAbhirup Mallik and Hans W Borchers
MaintainerAbhirup Mallik <malli066@umn.edu>
LicenseGPL (>= 3)
Version0.3-1
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("rHanso", repos="http://R-Forge.R-project.org")

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rHanso documentation built on May 2, 2019, 5:26 p.m.