ucminf (1.1-0)

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'.

Maintainer: Stig Bousgaard Mortensen
Author(s): Hans Bruun Nielsen and Stig Bousgaard Mortensen

License: GPL (>= 2)

Uses: numDeriv
Reverse depends: Benchmarking, BLPestimatoR, mets, mvord, optimx, ordinal, ordinalCont, orloca, PSM
Reverse suggests: metafor, mets, nlmixr, optimx, orloca, ROI.plugin.optimx

Released over 8 years ago.