UCMINF - unconstrained optimization: Project Home – R-Forge

UCMINF - An algoriithm for 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.

• Development Status : 4 - Beta
• Intended Audience : End Users/Desktop
• License : OSI Approved : GNU General Public License (GPL)
• Natural Language : English
• Programming Language : Fortran
• Programming Language : R
• Topic : Optimization

Registered: 2008-12-08 18:53
Activity Ranking: 0
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