Пакет R-algencan: Информация

Fortran code for general nonlinear programming that does not use matrix
manipulations at all and, so, is able to solve extremely large problems
with moderate computer time. The general algorithm is of Augmented
Lagrangian type and the subproblems are solved using GENCAN. GENCAN
(included in ALGENCAN) is a Fortran code for minimizing a smooth
function with a potentially large number of variables and
box-constraints.

This package contains R interface for ALGENCAN.