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'.
Version: | 1.2.2 |
Depends: | R (≥ 3.5.0) |
Suggests: | numDeriv |
Published: | 2024-06-24 |
DOI: | 10.32614/CRAN.package.ucminf |
Author: | K Hervé Dakpo [ctb, cre], Hans Bruun Nielsen [aut], Stig Bousgaard Mortensen [aut] |
Maintainer: | K Hervé Dakpo <k-herve.dakpo at inrae.fr> |
BugReports: | https://github.com/hdakpo/ucminf/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://github.com/hdakpo/ucminf |
NeedsCompilation: | yes |
Materials: | README NEWS |
In views: | Optimization |
CRAN checks: | ucminf results |
Reference manual: | ucminf.pdf |
Package source: | ucminf_1.2.2.tar.gz |
Windows binaries: | r-devel: ucminf_1.2.2.zip, r-release: ucminf_1.2.2.zip, r-oldrel: ucminf_1.2.2.zip |
macOS binaries: | r-devel (arm64): ucminf_1.2.2.tgz, r-release (arm64): ucminf_1.2.2.tgz, r-oldrel (arm64): ucminf_1.2.2.tgz, r-devel (x86_64): ucminf_1.2.2.tgz, r-release (x86_64): ucminf_1.2.2.tgz, r-oldrel (x86_64): ucminf_1.2.2.tgz |
Old sources: | ucminf archive |
Reverse depends: | Benchmarking, mvord, orloca |
Reverse imports: | ei, eicm, misclassGLM, MixSemiRob, optimg, optimizeR, ordgam, ordinal, phenofit, sfaR, SPreg, TwoTimeScales, vcrpart |
Reverse suggests: | apsimx, cxr, flexFitR, metafor, mets, optimx, projpred, ROI.plugin.optimx |
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