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.

AuthorAbhirup Mallik and Hans W Borchers
Date of publication2013-09-21 17:57:07
MaintainerAbhirup Mallik <malli066@umn.edu>
LicenseGPL (>= 3)
Version0.3-1

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