Interfacing to Nocedal et al. L-BFGS-B.3.0 (2011 <doi:10.1145/2049662.2049669>) 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). Ths package also adds more stopping criterion as well as allows adjusting more tolerances.
| Version: | 2018-2.13-1 |
| Depends: | R (≥ 3.0.2) |
| Imports: | Rcpp (≥ 0.12.3), numDeriv, methods |
| LinkingTo: | Rcpp (≥ 0.12.3), RcppArmadillo |
| Suggests: | testthat |
| Published: | 2018-12-01 |
| Author: | Matthew L Fidler [aut, cre], John C Nash [aut], Ciyou Zhu [aut], Richard Byrd [aut], Jorge Nocedal [aut], Jose Luis Morales [aut] |
| Maintainer: | Matthew L Fidler <matthew.fidler at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| In views: | Optimization |
| CRAN checks: | lbfgsb3c results |
| Reference manual: | lbfgsb3c.pdf |
| Package source: | lbfgsb3c_2018-2.13-1.tar.gz |
| Windows binaries: | r-devel: lbfgsb3c_2018-2.13-1.zip, r-release: lbfgsb3c_2018-2.13-1.zip, r-oldrel: lbfgsb3c_2018-2.13-1.zip |
| OS X binaries: | r-release: lbfgsb3c_2018-2.13-1.tgz, r-oldrel: lbfgsb3c_2018-2.13-1.tgz |
| Old sources: | lbfgsb3c archive |
| Reverse suggests: | optimParallel |
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