n1qn1: Port of the 'Scilab' 'n1qn1' and 'qnbd' Modules for (Un)constrained BFGS Optimization

Provides 'Scilab' 'n1qn1', or Quasi-Newton BFGS "qn" without constraints and 'qnbd' or Quasi-Newton BFGS with constraints. 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. Both algorithms are described in the 'Scilab' optimization documentation located at <http://www.scilab.org/content/download/250/1714/file/optimization_in_scilab.pdf>.

Getting started

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 <[email protected]>
LicenseCeCILL-2
Version6.0.1-3
URL https://github.com/nlmixrdevelopment/n1qn1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("n1qn1")

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n1qn1 documentation built on May 2, 2019, 4:27 a.m.