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.

Author
Abhirup Mallik, University of Minnesota, Hans Werner Borchers
Date of publication
2013-07-18 02:06:57
Maintainer
Abhirup Mallik <malli066@umn.edu>
License
MIT
Version
1.0

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
rnso-package
Hybrid Algorithm for Non-Smooth Optimization (HANSO)

Files in this package

rnso/DESCRIPTION
rnso/NAMESPACE
rnso/R
rnso/R/bfgs.R
rnso/R/bfgs1run.R
rnso/R/getbundle.R
rnso/R/gradsamp.R
rnso/R/gradsamp1run.R
rnso/R/gradsampfixed.R
rnso/R/hanso.R
rnso/R/hgprod.R
rnso/R/is.nainf.R
rnso/R/linesch_sw.R
rnso/R/linesch_ww.R
rnso/R/lszoom.R
rnso/R/postprocess.R
rnso/R/qpspecial.R
rnso/R/rnso-internal.R
rnso/man
rnso/man/bfgs.Rd
rnso/man/gradsamp.Rd
rnso/man/hanso.Rd
rnso/man/linesch_sw.Rd
rnso/man/linesch_ww.Rd
rnso/man/rnso-package.Rd