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

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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 <malli066@umn.edu>
License
GPL (>= 3)
Version
0.3-1

View on R-Forge

Man pages

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

Files in this package

rHanso/DESCRIPTION
rHanso/NAMESPACE
rHanso/R
rHanso/R/bfgs.R
rHanso/R/bfgs1run.R
rHanso/R/getbundle.R
rHanso/R/grad_nso.R
rHanso/R/gradsamp.R
rHanso/R/gradsamp1run.R
rHanso/R/gradsampfixed.R
rHanso/R/hanso.R
rHanso/R/hgprod.R
rHanso/R/is.nainf.R
rHanso/R/linesch_sw.R
rHanso/R/linesch_ww.R
rHanso/R/lszoom.R
rHanso/R/nlcg.R
rHanso/R/nlcg1run.R
rHanso/R/postprocess.R
rHanso/R/qpspecial.R
rHanso/R/shor.R
rHanso/R/shor1run.R
rHanso/R/testfunctions.R
rHanso/man
rHanso/man/bfgs.Rd
rHanso/man/gradsamp.Rd
rHanso/man/hanso.Rd
rHanso/man/linesch_sw.Rd
rHanso/man/linesch_ww.Rd
rHanso/man/nlcg.Rd
rHanso/man/rHanso-package.Rd
rHanso/man/shor.Rd
rHanso/man/testfunctions.Rd
rHanso/test
rHanso/test/test.R