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'.
| Version: |
1.1-4 |
| Suggests: |
numDeriv |
| Published: |
2016-08-18 |
| Author: |
Hans Bruun Nielsen and Stig Bousgaard Mortensen |
| Maintainer: |
Stig Bousgaard Mortensen <stigbm at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| In views: |
Optimization |
| CRAN checks: |
ucminf results |
Downloads:
Reverse dependencies:
| Reverse depends: |
Benchmarking, mvord, orloca |
| Reverse imports: |
ei, eicm, iva, misclassGLM, NHMSAR, ordinal, phenofit, psychonetrics, SPreg, vcrpart |
| Reverse suggests: |
metafor, mets, nlmixr, optimx, ROI.plugin.optimx |
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