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, <>).


Reference manual

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0.1.6 by David Cortes, 10 months ago

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Authors: David Cortes

Documentation:   PDF Manual  

Task views: Optimization and Mathematical Programming

BSD_2_clause + file LICENSE license

Imports Rcpp

Linking to Rcpp

See at CRAN