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Ported By: Matthew Fidler, Wenping Wang

Algorithm Authors: C. Lemarechal, Stephen L. Campbell, Jean-Philippe Chancelier, Ramine Nikoukhah

R port of the Scilab n1qn1 module. This package provides n1qn1, or Quasi-Newton BFGS "qn" without constraints. This takes more memory than traditional L-BFGS. This particual routine is useful since it allows prespecification of a Hessian; If the Hessian is near the truth in optimization it can speed up the optimization problem.

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install.packages('n1qn1')

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974

Version

6.0.1-3

License

CeCILL-2

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Maintainer

Matthew Fidler

Last Published

September 17th, 2018

Functions in n1qn1 (6.0.1-3)

n1qn1

n1qn1 optimization
qnbd

qnbd optimization