lbfgsb3c

Limited Memory BFGS Minimizer with Bounds on Parameters with optim() 'C' Interface

Interfacing to Nocedal et al. L-BFGS-B.3.0 (See <http://users.iems.northwestern.edu/~nocedal/lbfgsb.html>) limited memory BFGS minimizer with bounds on parameters. This is a fork of 'lbfgsb3'. This registers a 'R' compatible 'C' interface to L-BFGS-B.3.0 that uses the same function types and optimization as the optim() function (see writing 'R' extensions and source for details). This package also adds more stopping criteria as well as allowing the adjustment of more tolerances.

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Description file content

Package
lbfgsb3c
Type
Package
Title
Limited Memory BFGS Minimizer with Bounds on Parameters with optim() 'C' Interface
Version
2019-11.26
Maintainer
Matthew L Fidler
Description
Interfacing to Nocedal et al. L-BFGS-B.3.0 (See ) limited memory BFGS minimizer with bounds on parameters. This is a fork of 'lbfgsb3'. This registers a 'R' compatible 'C' interface to L-BFGS-B.3.0 that uses the same function types and optimization as the optim() function (see writing 'R' extensions and source for details). This package also adds more stopping criteria as well as allowing the adjustment of more tolerances.
License
GPL-2
Depends
R (>= 3.0.2)
Imports
Rcpp (>= 0.12.3), numDeriv, methods
Suggests
optimx, microbenchmark, testthat, knitr, pkgbuild, RcppArmadillo, rmarkdown
LinkingTo
Rcpp (>= 0.12.3), RcppArmadillo
Encoding
UTF-8
VignetteBuilder
knitr
NeedsCompilation
yes
RoxygenNote
6.1.1
Author
Matthew L Fidler [aut, cre], John C Nash [aut], Ciyou Zhu [aut], Richard Byrd [aut], Jorge Nocedal [aut], Jose Luis Morales [aut]
Packaged
2019-11-29 14:47:27 UTC; matt
Repository
CRAN
Date/Publication
2019-11-30 06:50:03 UTC

install.packages('lbfgsb3c')

2019-11.26

15 days ago

Matthew L Fidler

GPL-2

Depends on

R (>= 3.0.2)

Imports

Rcpp (>= 0.12.3), numDeriv, methods

Suggests

optimx, microbenchmark, testthat, knitr, pkgbuild, RcppArmadillo, rmarkdown

Discussions