marqLevAlg: A Parallelized General-Purpose Optimization Based on
Marquardt-Levenberg Algorithm
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: |
2.0.7 |
Depends: |
R (≥ 3.5.0) |
Imports: |
doParallel, foreach |
Suggests: |
microbenchmark, knitr, rmarkdown, ggplot2, viridis, patchwork, xtable |
Published: |
2022-07-08 |
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 |
Documentation:
Downloads:
Reverse dependencies:
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