nonneg.cg

Non-Negative Conjugate-Gradient Minimizer

CRAN Package

Minimize a differentiable function subject to all the variables being non-negative (i.e. >= 0), using a Conjugate-Gradient algorithm based on a modified Polak-Ribiere-Polyak formula as described in (Li, Can, 2013, https://www.hindawi.com/journals/jam/2013/986317/abs/).


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