Prof. John C Nash
nashjc at uottawa.ca
Tue Nov 16 21:35:03 CET 2010
I normally see digest once per day, but got msg from Doug Bates so responding with context.
UCMINF is a package on CRAN that implements a variable metric minimizer. It does quite
well on unconstrained problems. Stig Mortensen packaged the Fortran version for R, but is
not at moment responding to emails. There's also a Matlab version. We have it in optimx
and get some occasions where it just stops if we set trace>0. Other times we can't get it
to fail. My guess is something like an undefined variable or a bad declaration of a
pointer, but C and C++ are not languages I've much experience with.
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