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lbfgsb3c: Limited Memory BFGS Minimizer with Bounds on Parameters with optim() 'C' Interface
Interfacing to Nocedal et al. L-BFGS-B.3.0 (See <http://users.iems.northwestern.edu/~nocedal/lbfgsb.html>) 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). This package also adds more stopping criterion as well as allows adjusting more tolerances.
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Package details |
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| Author | Matthew L Fidler [aut, cre], John C Nash [aut], Ciyou Zhu [aut], Richard Byrd [aut], Jorge Nocedal [aut], Jose Luis Morales [aut] |
| Maintainer | Matthew L Fidler <matthew.fidler@gmail.com> |
| License | GPL-2 |
| Version | 2019-3.19-2 |
| Package repository | View on R-Forge |
| Installation |
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