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: 1.1-3
Suggests: numDeriv
Published: 2012-01-07
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:

Package source: ucminf_1.1-3.tar.gz
MacOS X binary: ucminf_1.1-3.tgz
Windows binary: ucminf_1.1-3.zip
Reference manual: ucminf.pdf
Old sources: ucminf archive

Reverse dependencies:

Reverse depends: Benchmarking, ordinal, PSM
Reverse suggests: mets, optimx, orloca