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README.md
In n1qn1: Port of the 'Scilab' 'n1qn1' Module for Unconstrained BFGS Optimization
Ported By: Matthew Fidler, Wenping Wang
Algorithm Authors: C. Lemarechal, Stephen L. Campbell, Jean-Philippe
Chancelier, Ramine Nikoukhah
R port of the Scilab n1qn1 module. This package provides n1qn1, or
Quasi-Newton BFGS "qn" without constraints. This takes more memory
than traditional L-BFGS. This routine is useful since it
allows prespecification of a Hessian; If the Hessian is near the truth
in optimization it can speed up the optimization problem.
Try the n1qn1 package in your browser
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n1qn1 documentation built on Sept. 18, 2024, 1:06 a.m.
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Ported By: Matthew Fidler, Wenping Wang
Algorithm Authors: C. Lemarechal, Stephen L. Campbell, Jean-Philippe Chancelier, Ramine Nikoukhah
R port of the Scilab n1qn1 module. This package provides n1qn1, or Quasi-Newton BFGS "qn" without constraints. This takes more memory than traditional L-BFGS. This routine is useful since it allows prespecification of a Hessian; If the Hessian is near the truth in optimization it can speed up the optimization problem.
Try the n1qn1 package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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