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alabama

2011.9-1
Package: 
alabama
Constrained nonlinear optimization
Augmented Lagrangian Adaptive Barrier Minimization Algorithm for optimizing smooth nonlinear objective functions with constraints. Linear or nonlinear equality and inequality constraints are allowed.
Author: 
Ravi Varadhan (with contributions from Gabor Grothendieck)
License: 
GPL (>= 2)
http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.html