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: 1.0-5
Depends: numDeriv, R (≥ 1.9.0)
Published: 2009-03-11
Author: Hans Bruun Nielsen and Stig Bousgaard Mortensen
Maintainer: Stig Bousgaard Mortensen <sbm at imm.dtu.dk>
License: GPL (≥ 2)
In views: Optimization
CRAN checks: ucminf results

Downloads:

Package source: ucminf_1.0-5.tar.gz
MacOS X binary: ucminf_1.0-5.tgz
Windows binary: ucminf_1.0-5.zip
Reference manual: ucminf.pdf
Old sources: ucminf archive

Reverse dependencies:

Reverse depends: PSM