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'.
copied from cf-staging / r-ucminf| Label | Latest Version |
|---|---|
| main | 1.2.2 |
| cf201901 | 1.1_4 |
| cf202003 | 1.1_4 |
| gcc7 | 1.1_4 |
