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'.


Reference manual

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1.1-4 by Stig Bousgaard Mortensen, 5 years ago

Browse source code at

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, eicm, iva, misclassGLM, optimg, ordinal, phenofit, sfaR, vcrpart.

Depended on by Benchmarking, mvord, orloca.

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

See at CRAN