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.


News

Changes in Rcgmin

Changes before 2012-4-30 not recorded

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

2014-12-21

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.

2013-2-20

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

2012-8-08

o Minor edits and addition of references.

2012-6-09

o User-tolerance for gradient size.

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

Reference manual

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install.packages("Rcgmin")

2013-2.21 by John C. Nash, 6 years ago


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


Authors: John C. Nash


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


GPL (>= 2) license


Imports numDeriv


Imported by optimr.

Suggested by nlmrt, nlsr, simode.


See at CRAN