n1qn1: 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 <http://www.scilab.org/content/download/250/1714/file/optimization_in_scilab.pdf>.

Version: 6.0.1-3
Depends: R (≥ 3.2)
Imports: Rcpp (≥ 0.12.3)
LinkingTo: RcppArmadillo (≥ 0.5.600.2.0), Rcpp (≥ 0.12.3)
Suggests: testthat, covr
Published: 2018-09-17
Author: 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]
Maintainer: Matthew Fidler <matthew.fidler at gmail.com>
BugReports: https://github.com/nlmixrdevelopment/n1qn1/issues
License: CeCILL-2
URL: https://github.com/nlmixrdevelopment/n1qn1
NeedsCompilation: yes
Materials: README
In views: Optimization
CRAN checks: n1qn1 results


Reference manual: n1qn1.pdf
Package source: n1qn1_6.0.1-3.tar.gz
Windows binaries: r-devel: n1qn1_6.0.1-3.zip, r-release: n1qn1_6.0.1-3.zip, r-oldrel: n1qn1_6.0.1-3.zip
OS X binaries: r-release: n1qn1_6.0.1-3.tgz, r-oldrel: n1qn1_6.0.1-3.tgz
Old sources: n1qn1 archive

Reverse dependencies:

Reverse imports: nlmixr, RxODE


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