search for: dogleg

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2004 Apr 14
1
How does nlm work?
...e reference Schnabel, R. B., Koontz, J. E. and Weiss, B. E. (1985) A modular system of algorithms for unconstrained minimization. _ACM Trans. Math. Software_, *11*, 419-440. cited in the nlm help. This article says that the algorithm permits the use of step selection (line search, dogleg and optimal step), analytic or finite diference gradient and analytic, finite diference or BFGS Hessian aproximation. Looking back in the nlm help, it has the information that: a) it does just the line search step selecion; b) it has the option to inform the gradient and the Hessian by attribute...
2009 Mar 17
3
Non-Linear Optimization - Query
Dear All, I couple of weeks ago, I’ve asked for a package recommendation for nonlinear optimization. In my problem I have a fairly complicated non-linear objective function subject to one non-linear equality constrain. I’ve been suggested to use the *Rdonlp2* package, but I did not get any results after running the program for 5 hrs. Is it normal to run this type of programs for hours? Also,