Conjugate Gradient Minimization of Nonlinear Functions

Conjugate gradient minimization of nonlinear functions with box constraints incorporating the Dai/Yuan update. This implementation should be used in place of the "CG" algorithm of the optim() function.


Changes in Rcgmin

Changes before 2012-4-30 not recorded

TODOS o Eventually include different line searches, possibly in a separate routine


o As per CRAN policies, edited DESCRIPTION and NAMESPACE file. Because there is no change to code, the date of the package advanced by only 1 day.

o Removed require() from code. Not needed.


o Removed fail, setstep (not used), ceps from Rcgminu (not used)


o Minor edits and addition of references.


o User-tolerance for gradient size.

2012-5-21 o Separation of constrained and unconstrained versions.

Reference manual

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2013-2.21 by John C. Nash, 7 years ago

Browse source code at

Authors: John C. Nash

Documentation:   PDF Manual  

Task views: Optimization and Mathematical Programming

GPL (>= 2) license

Imports numDeriv

Imported by optimr.

Suggested by nlmrt, simode.

See at CRAN