ucminf

swMATH11276CRANucminfMaRDI QIDQ23222

General-Purpose Unconstrained Non-Linear Optimization

Stig Bousgaard Mortensen, Hans Bruun Nielsen

Last update: 13 December 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.1-4.1, 1.1-4.2, 1.1-4.3, 1.2.0, 1.0-1, 1.0-2, 1.0-3, 1.0-4, 1.0-5, 1.0, 1.1-0, 1.1-1, 1.1-2, 1.1-3, 1.1-4, 1.2.1

Source code repository: https://github.com/cran/ucminf

Description

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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