Global univariate minimization of Lipschitz functions is performed by using Pijavski method, which was published in Pijavski (1972) .
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Gleb Beliakov, 3 years ago
Browse source code at
Gleb Beliakov [aut, cre]
Gita Das [aut]
Jonathan Wells [ctb]
Hewlett-Packard Company [ctb]
Silicon Graphics Computer Systems Inc. [ctb]
Linking to Rcpp
See at CRAN