rnso: 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, University of Minnesota, Hans Werner Borchers
MaintainerAbhirup Mallik <malli066@umn.edu>
LicenseMIT
Version1.0
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("rnso", repos="http://R-Forge.R-project.org")

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rnso documentation built on May 2, 2019, 6:12 p.m.