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RcppLbfgsBlaze: 'L-BFGS' Algorithm Based on 'Blaze' for 'R' and 'Rcpp'
The 'L-BFGS' algorithm is a popular optimization algorithm for unconstrained optimization problems. 'Blaze' is a high-performance 'C++' math library for dense and sparse arithmetic. This package provides a simple interface to the 'L-BFGS' algorithm and allows users to optimize their objective functions with 'Blaze' vectors and matrices in 'R' and 'Rcpp'.
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Package details |
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| Author | Ching-Chuan Chen [aut, cre, ctr] (<https://orcid.org/0009-0007-8273-3206>), Zhepei Wang [aut] (LBFGS-Lite), Naoaki Okazaki [aut] (liblbfgs) |
| Maintainer | Ching-Chuan Chen <zw12356@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| URL | https://github.com/ChingChuan-Chen/RcppLbfgsBlaze https://github.com/ChingChuan-Chen/LBFGS-blaze https://github.com/ZJU-FAST-Lab/LBFGS-Lite https://bitbucket.org/blaze-lib/blaze/src/master/ |
| Package repository | View on CRAN |
| Installation |
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