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'.

Tests Vignettes

Available Snapshots

This version of ucminf can be found in the following snapshots:

Dependencies

Suggests (1)
  • numDeriv
  • Version History