n1qn1 (6.0.1-3)

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Port of the 'Scilab' 'n1qn1' and 'qnbd' Modules for (Un)constrained BFGS Optimization.


Provides 'Scilab' 'n1qn1', or Quasi-Newton BFGS "qn" without constraints and 'qnbd' or Quasi-Newton BFGS with constraints. 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. Both algorithms are described in the 'Scilab' optimization documentation located at .

Maintainer: Matthew Fidler
Author(s): Matthew Fidler [aut, cre], Wenping Wang [aut], Claude Lemarechal [aut, ctb], Joseph Bonnans [ctb], Jean-Charles Gilbert [ctb], Claudia Sagastizabal [ctb], Stephen L. Campbell, [ctb], Jean-Philippe Chancelier [ctb], Ramine Nikoukhah [ctb], Dirk Eddelbuettel [ctb], Bruno Jofret [ctb], INRIA [cph]

License: CeCILL-2

Uses: Rcpp, testthat, covr

Released 10 months ago.

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