n1qn1
Port of the 'Scilab' 'n1qn1' Module for Unconstrained BFGS Optimization
Provides 'Scilab' 'n1qn1'. This takes more memory than traditional L-BFGS. The n1qn1 routine is useful since it allows prespecification of a Hessian. If the Hessian is near enough the truth in optimization it can speed up the optimization problem. The algorithm is described in the 'Scilab' optimization documentation located at https://www.scilab.org/sites/default/files/optimization_in_scilab.pdf. This version uses manually modified code from 'f2c' to make this a C only binary.
- Version6.0.1-12
- R versionunknown
- LicenseCeCILL-2
- Needs compilation?Yes
- Last release09/17/2024
Documentation
Team
Matthew Fidler
Dirk Eddelbuettel
Wenping Wang
Show author detailsRolesAuthorClaude Lemarechal
Show author detailsRolesAuthor, ContributorJoseph Bonnans
Show author detailsRolesContributorJean-Charles Gilbert
Show author detailsRolesContributorClaudia Sagastizabal
Show author detailsRolesContributorStephen L. Campbell
Show author detailsRolesContributorJean-Philippe Chancelier
Show author detailsRolesContributorRamine Nikoukhah
Show author detailsRolesContributorBruno Jofret
Show author detailsRolesContributorINRIA
Show author detailsRolesCopyright holder
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