ucminf: 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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  1. Henningsen, Arne; Toomet, Ott: maxLik: a package for maximum likelihood estimation in R (2011)