Non-monotone Barzilai-Borwein spectral methods for the solution and optimization of large-scale nonlinear systems.
A tutorial style introduction to this package is available in a vignette, which can be viewed with vignette("BB").
The main functions in this package are:
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BBsolve A wrapper function to provide a robust stategy for solving large systems of nonlinear equations. It calls dfsane with different algorithm control settings, until a successfully converged solution is obtained. BBoptim A wrapper function to provide a robust stategy for real valued function optimization. It calls spg with different algorithm control settings, until a successfully converged solution is obtained. dfsane function for solving large systems of nonlinear equations using a derivative-free spectral approach sane function for solving large systems of nonlinear equations using spectral approach spg function for spectral projected gradient method for large-scale optimization with simple constraints
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R Varadhan and PD Gilbert (2009), BB: An R Package for Solving a Large System of Nonlinear Equations and for Optimizing a High-Dimensional Nonlinear Objective Function, J. Statistical Software, 32:4, http://www.jstatsoft.org/v32/i04/