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This algorithm provides a numerical solution to the problem of unconstrained local minimization (or maximization). 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, 2021 <doi:10.32614/RJ-2021-089>.
| Version: | 2.0.8 |
| Depends: | R (≥ 3.5.0) |
| Imports: | doParallel, foreach |
| Suggests: | microbenchmark, knitr, rmarkdown, ggplot2, viridis, patchwork, xtable |
| Published: | 2023-03-22 |
| DOI: | 10.32614/CRAN.package.marqLevAlg |
| Author: | Viviane Philipps, Cecile Proust-Lima, Melanie Prague, Boris Hejblum, Daniel Commenges, Amadou Diakite |
| Maintainer: | Viviane Philipps <viviane.philipps at u-bordeaux.fr> |
| BugReports: | https://github.com/VivianePhilipps/marqLevAlgParallel/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)] |
| NeedsCompilation: | yes |
| In views: | Optimization |
| CRAN checks: | marqLevAlg results |
| Reference manual: | marqLevAlg.pdf |
| Vignettes: |
MLA |
| Package source: | marqLevAlg_2.0.8.tar.gz |
| Windows binaries: | r-devel: marqLevAlg_2.0.8.zip, r-release: marqLevAlg_2.0.8.zip, r-oldrel: marqLevAlg_2.0.8.zip |
| macOS binaries: | r-release (arm64): marqLevAlg_2.0.8.tgz, r-oldrel (arm64): marqLevAlg_2.0.8.tgz, r-release (x86_64): marqLevAlg_2.0.8.tgz, r-oldrel (x86_64): marqLevAlg_2.0.8.tgz |
| Old sources: | marqLevAlg archive |
| Reverse imports: | FlexVarJM, JLPM, lcmm, ordgam, sfaR |
| Reverse suggests: | optimx |
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