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.

Project Info

No tag defined for this project

Registered: 2008-12-08 18:53
Activity Ranking: 0
View project Statistics
View list of RSS feeds available for this project. 
Public Areas
 SCM Repository (Subversion: 30 commits, 13 adds)
Thanks to:
Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge