lbfgsb3c: Limited Memory BFGS Minimizer with Bounds on Parameters with optim() 'C' Interface

Interfacing to Nocedal et al. L-BFGS-B.3.0 (2011 <doi:10.1145/2049662.2049669>) 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). Ths package also adds more stopping criterion as well as allows adjusting more tolerances.

Getting started

Package details

AuthorMatthew L Fidler [aut, cre], John C Nash [aut], Ciyou Zhu [aut], Richard Byrd [aut], Jorge Nocedal [aut], Jose Luis Morales [aut]
MaintainerMatthew L Fidler <[email protected]>
LicenseGPL-2
Version2018-2.13-1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lbfgsb3c")

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lbfgsb3c documentation built on Dec. 1, 2018, 9:04 a.m.