n1qn1: Port of the 'Scilab' 'n1qn1' Module for Unconstrained BFGS Optimization

Provides 'Scilab' 'n1qn1'. This takes more memory than traditional L-BFGS. The n1qn1 routine is useful since it allows prespecification of a Hessian. If the Hessian is near enough the truth in optimization it can speed up the optimization problem. The algorithm is described in the 'Scilab' optimization documentation located at <https://www.scilab.org/sites/default/files/optimization_in_scilab.pdf>. This version uses manually modified code from 'f2c' to make this a C only binary.

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Package details

AuthorMatthew Fidler [aut, cre], Wenping Wang [aut], Claude Lemarechal [aut, ctb], Joseph Bonnans [ctb], Jean-Charles Gilbert [ctb], Claudia Sagastizabal [ctb], Stephen L. Campbell, [ctb], Jean-Philippe Chancelier [ctb], Ramine Nikoukhah [ctb], Dirk Eddelbuettel [ctb], Bruno Jofret [ctb], INRIA [cph]
MaintainerMatthew Fidler <matthew.fidler@gmail.com>
URL https://github.com/nlmixrdevelopment/n1qn1c
Package repositoryView on CRAN
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n1qn1 documentation built on Nov. 17, 2020, 9:08 a.m.