ucminf (Q23222): Difference between revisions
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General-Purpose Unconstrained Non-Linear Optimization
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ucminf |
General-Purpose Unconstrained Non-Linear Optimization |
Statements
13 December 2023
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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'.
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expanded from: GPL (≥ 2) (English)
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