lbfgsb3c

Limited Memory BFGS Minimizer with Bounds on Parameters with optim() 'C' Interface

CRAN Package

Interfacing to Nocedal et al. L-BFGS-B.3.0 (See ) 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 criteria as well as allowing the adjustment of more tolerances.

  • Version2024-3.5
  • R version≥ 3.6
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release09/17/2024

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  • Depends1 package
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  • Suggests8 packages
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