rnso: An R Implementation of Hybrid Algorithm for Non-Smooth Optimization (HANSO)
Version 1.0

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.

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AuthorAbhirup Mallik, University of Minnesota, Hans Werner Borchers
Date of publication2013-07-18 02:06:57
MaintainerAbhirup Mallik <malli066@umn.edu>
LicenseMIT
Version1.0
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("rnso", repos="http://R-Forge.R-project.org")

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)

Functions

bfgs Man page Source code
bfgs1run Source code
getbundle Source code
gradsamp Man page Source code
gradsamp1run Source code
gradsampfixed Source code
hanso Man page Source code
hgprod Source code
is.nainf Source code
linesch_sw Man page Source code
linesch_ww Man page Source code
lszoom Source code
postprocess Source code
qpspecial Source code
rnso Man page
rnso-package Man page

Files

DESCRIPTION
NAMESPACE
R
R/bfgs.R
R/bfgs1run.R
R/getbundle.R
R/gradsamp.R
R/gradsamp1run.R
R/gradsampfixed.R
R/hanso.R
R/hgprod.R
R/is.nainf.R
R/linesch_sw.R
R/linesch_ww.R
R/lszoom.R
R/postprocess.R
R/qpspecial.R
R/rnso-internal.R
man
man/bfgs.Rd
man/gradsamp.Rd
man/hanso.Rd
man/linesch_sw.Rd
man/linesch_ww.Rd
man/rnso-package.Rd
rnso documentation built on May 21, 2017, 3:44 a.m.