Provides quasi-Newton methods to minimize partially separable functions. The methods are largely described by Nocedal and Wright (2006) <doi:10.1007/978-0-387-40065-5>.
Version: | 0.2.1 |
Depends: | R (≥ 3.5.0) |
Imports: | Rcpp |
LinkingTo: | Rcpp, RcppEigen, testthat |
Suggests: | R.rsp, rmarkdown, RcppArmadillo, RcppEigen, bench, testthat, numDeriv, lbfgsb3c, lbfgs, Matrix |
Published: | 2021-05-04 |
Author: | Benjamin Christoffersen
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Maintainer: | Benjamin Christoffersen <boennecd at gmail.com> |
BugReports: | https://github.com/boennecd/psqn/issues |
License: | GPL-2 |
URL: | https://github.com/boennecd/psqn |
NeedsCompilation: | yes |
SystemRequirements: | C++11 |
Materials: | NEWS |
In views: | Optimization |
CRAN checks: | psqn results |
Reference manual: | psqn.pdf |
Vignettes: |
psqn: Partially Separable Quasi-Newton A Quick Introduction to the psqn Package |
Package source: | psqn_0.2.1.tar.gz |
Windows binaries: | r-devel: psqn_0.2.1.zip, r-devel-UCRT: psqn_0.2.1.zip, r-release: psqn_0.2.1.zip, r-oldrel: psqn_0.2.1.zip |
macOS binaries: | r-release (arm64): psqn_0.2.1.tgz, r-release (x86_64): psqn_0.2.1.tgz, r-oldrel: psqn_0.2.1.tgz |
Old sources: | psqn archive |
Reverse linking to: | mdgc |
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