lbfgsb3c
Limited Memory BFGS Minimizer with Bounds on Parameters with optim() 'C' Interface
Interfacing to Nocedal et al. L-BFGS-B.3.0 (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 criteria as well as allowing the adjustment of more tolerances.
- Version2024-3.5
- R versionunknown
- LicenseGPL-2
- Needs compilation?Yes
- Last release09/17/2024
Documentation
Team
Matthew L Fidler
John C Nash
Show author detailsRolesAuthorJorge Nocedal
Show author detailsRolesAuthorCiyou Zhu
Show author detailsRolesAuthorJose Luis Morales
Show author detailsRolesAuthorRichard Byrd
Show author detailsRolesAuthor
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