Non-Negative Conjugate-Gradient Minimizer

Minimize a differentiable function subject to all the variables being non-negative (i.e. >= 0), using a Conjugate-Gradient algorithm based on a modified Polak-Ribiere-Polyak formula as described in (Li, Can, 2013, < https://www.hindawi.com/journals/jam/2013/986317/abs/>).


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Reference manual

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install.packages("nonneg.cg")

0.1.6 by David Cortes, 14 days ago


https://github.com/david-cortes/nonneg_cg


Report a bug at https://github.com/david-cortes/nonneg_cg/issues


Browse source code at https://github.com/cran/nonneg.cg


Authors: David Cortes


Documentation:   PDF Manual  


BSD_2_clause + file LICENSE license


Imports Rcpp

Linking to Rcpp


Imported by poismf.


See at CRAN