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'.

Author
Hans Bruun Nielsen and Stig Bousgaard Mortensen
Date of publication
None
Maintainer
Stig Bousgaard Mortensen <sbm@imm.dtu.dk>
License
GPL (>= 2)
Version
1.0-5

View on R-Forge

Man pages

ucminf
General-purpose unconstrained non-linear optimization

Files in this package

ucminf
ucminf/NAMESPACE
ucminf/R
ucminf/R/zzz.R
ucminf/R/ucminf.R
ucminf/inst
ucminf/inst/doc
ucminf/inst/doc/TR0019.pdf
ucminf/DESCRIPTION
ucminf/man
ucminf/man/ucminf.Rd
ucminf/src
ucminf/src/Makevars
ucminf/src/fortran.f
ucminf/src/interface.c