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.

AuthorAbhirup Mallik, University of Minnesota, Hans Werner Borchers
Date of publication2013-07-18 02:06:57
MaintainerAbhirup Mallik <malli066@umn.edu>

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