Re: [Rd] DBLEPR?

From: Prof. John C Nash <nashjc_at_uottawa.ca>
Date: Tue, 16 Nov 2010 15:35:03 -0500


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.

JN



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