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ucminf: General-purpose unconstrained non-linear optimization
An algorithm for general-purpose unconstrained non-linear optimization. The algorithm is of quasi-Newton type with BFGS updating of the inverse Hessian and soft line search with a trust region type monitoring of the input to the line search algorithm. The interface of 'ucminf' is designed for easy interchange with 'optim'.
Getting started
Browse package contents
Package details |
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| Author | Hans Bruun Nielsen and Stig Bousgaard Mortensen |
| Maintainer | Stig Bousgaard Mortensen <sbm@imm.dtu.dk> |
| License | GPL (>= 2) |
| Version | 1.0-5 |
| Package repository | View on R-Forge |
| Installation |
Install the latest version of this package by entering the following in R:
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