SCM

UCMINF - unconstrained optimization: Project Home – R-Forge

Project description

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.

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Registered: 2008-12-08 18:53
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