General-Purpose Unconstrained Non-Linear Optimization

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'.


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Reference manual

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install.packages("ucminf")

1.1-4 by Stig Bousgaard Mortensen, 3 years ago


Browse source code at https://github.com/cran/ucminf


Authors: Hans Bruun Nielsen and Stig Bousgaard Mortensen


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


GPL (>= 2) license


Suggests numDeriv


Imported by NHMSAR, SPreg, ei, eiCompare, iva, misclassGLM, ordinal, phenofit, psychonetrics, vcrpart.

Depended on by Benchmarking, mvord, orloca.

Suggested by ROI.plugin.optimx, metafor, mets, nlmixr, optimx.


See at CRAN