marqLevAlg
R package marqLevAlg: A Parallelized General-Purpose Optimization Based on Marquardt-Levenberg Algorithm. This algorithm provides a numerical solution to the problem of minimizing (or maximizing) a function. It is particularly suited for complex problems and more efficient than the Gauss-Newton-like algorithm when starting from points very far from the final minimum (or maximum). Each iteration is parallelized and convergence relies on a stringent stopping criterion based on the first and second derivatives. See Philipps et al, 2020 <arXiv:2009.03840>.
Keywords for this software
References in zbMATH (referenced in 1 article , 1 standard article )
Showing result 1 of 1.
Sorted by year (