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.
|Author||Abhirup Mallik and Hans W Borchers|
|Date of publication||2013-09-21 17:57:07|
|Maintainer||Abhirup Mallik <email@example.com>|
|License||GPL (>= 3)|
bfgs: Optimization using BFGS
gradsamp: Gradient sampling algorithm for Non-Smooth Non-Convex...
hanso: HANSO: Hybrid Algorithm for Nonsmooth Optimization
linesch_sw: strong Wolfe line search
linesch_ww: Weak wolfe line search
nlcg: Nonlinear Conjugate Gradient minimization
rHanso-package: Hybrid Algorithm for Non-Smooth Optimization (HANSO)
shor: Shor's R Algorithm
testfunctions: Non-smooth Test Functions