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mize (version 0.2.4)

Unconstrained Numerical Optimization Algorithms

Description

Optimization algorithms implemented in R, including conjugate gradient (CG), Broyden-Fletcher-Goldfarb-Shanno (BFGS) and the limited memory BFGS (L-BFGS) methods. Most internal parameters can be set through the call interface. The solvers hold up quite well for higher-dimensional problems.

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Install

install.packages('mize')

Monthly Downloads

579

Version

0.2.4

License

BSD 2-clause License + file LICENSE

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Maintainer

James Melville

Last Published

August 30th, 2020

Functions in mize (0.2.4)

make_mize

Create an Optimizer
mize

Numerical Optimization
mize_init

Initialize the Optimizer.
check_mize_convergence

Check Optimization Convergence
mize_step

One Step of Optimization
mize_step_summary

Mize Step Summary