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
|ucminf||General-Purpose Unconstrained Non-Linear Optimization|
Last month downloads
Include our badge in your README