n1qn1 v6.0.1-3

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by Matthew Fidler View Source

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>.

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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.

Functions in n1qn1

Name	Description
n1qn1	n1qn1 optimization
qnbd	qnbd optimization
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URL	https://github.com/nlmixrdevelopment/n1qn1
BugReports	https://github.com/nlmixrdevelopment/n1qn1/issues
License	CeCILL-2
NeedsCompilation	yes
LinkingTo	RcppArmadillo (>= 0.5.600.2.0), Rcpp (>= 0.12.3)
LazyData	true
RoxygenNote	6.0.1
Packaged	2018-09-17 02:34:39 UTC; FIDLEMA3
Repository	CRAN
Date/Publication	2018-09-17 09:00:03 UTC

suggests	covr , testthat
depends	R (>= 3.2)
imports	Rcpp (>= 0.12.3)
linkingto	RcppArmadillo (>= 0.5.600.2.0)
Contributors	Dirk Eddelbuettel, Wenping Wang, Claude Lemarechal, Joseph Bonnans, Jean-Charles Gilbert, Claudia Sagastizabal, Stephen L. Campbell,, Jean-Philippe Chancelier, Ramine Nikoukhah, Bruno Jofret, INRIA