ucminf v1.1-4

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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'.

Functions in ucminf

Name Description
ucminf General-Purpose Unconstrained Non-Linear Optimization
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Details

Date 2016-08-17
License GPL (>= 2)
NeedsCompilation yes
Packaged 2016-08-17 21:10:35 UTC; sbm
Repository CRAN
Date/Publication 2016-08-18 00:07:39
suggests numDeriv
Contributors Hans Nielsen, Stig Mortensen

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