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ucminf (version 1.1-3)

General-purpose unconstrained non-linear optimization

Description

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'.

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Version

Install

install.packages('ucminf')

Monthly Downloads

64,725

Version

1.1-3

License

GPL (>= 2)

Maintainer

Stig Bousgaard Mortensen

Last Published

January 7th, 2012

Functions in ucminf (1.1-3)

ucminf

General-purpose unconstrained non-linear optimization