mize

MaRDI QIDQ61462CRANFDO

Authors James Melville

Last update 31 October 2026

Copyright license 2-clause BSD License, File License

Software version identifier 0.2.4, PACKAGES.rds, 0.1.1, 0.2.0, 0.2.1, 0.2.2, 0.2.3, 0.2.5, PACKAGES.rds, 0.3.0

Description

Optimization algorithms implemented in R, including conjugate gradient (CG), Broyden-Fletcher-Goldfarb-Shanno (BFGS) and the limited memory BFGS (L-BFGS) methods. Most internal parameters can be set through the call interface. The solvers hold up quite well for higher-dimensional problems.

Cited in

(3)

• CondIndTests
• ctsem
• CMTFtoolbox

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