lbfgs
Limited-memory BFGS Optimization
A wrapper built around the libLBFGS optimization library by Naoaki Okazaki. The lbfgs package implements both the Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) and the Orthant-Wise Quasi-Newton Limited-Memory (OWL-QN) optimization algorithms. The L-BFGS algorithm solves the problem of minimizing an objective, given its gradient, by iteratively computing approximations of the inverse Hessian matrix. The OWL-QN algorithm finds the optimum of an objective plus the L1-norm of the problem's parameters. The package offers a fast and memory-efficient implementation of these optimization routines, which is particularly suited for high-dimensional problems.
- Version1.2.1.2
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release06/23/2022
Documentation
Team
Antonio Coppola
Katharine Mullen
Show author detailsRolesContributor, Copyright holderDavid Ardia
Show author detailsRolesContributor, Copyright holderDirk Eddelbuettel
Brandon Stewart
Show author detailsRolesAuthor, Copyright holderJorge Nocedal
Show author detailsRolesContributor, Copyright holderNaoaki Okazaki
Show author detailsRolesAuthor, Copyright holder
Insights
Last 30 days
This package has been downloaded 1,516 times in the last 30 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 57 times.
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Last 365 days
This package has been downloaded 51,310 times in the last 365 days. The kind of number that gets mentioned in a keynote speech. Well done! The day with the most downloads was Apr 09, 2024 with 5,932 downloads.
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Dependencies
- Imports1 package
- Linking To1 package
- Reverse Depends1 package
- Reverse Imports5 packages
- Reverse Suggests5 packages