r-ucminf 1.1-4 General-purpose unconstrained non-linear optimization
This package provides an implementation of 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 the package optim
.
- Website: https://cran.r-project.org/web/packages/ucminf/
- License: GPL 2+
- Package source: cran.scm
- Patches: None
- Builds: x86_64-linux, i686-linux