lbfgsb3c: Limited Memory BFGS Minimizer with Bounds on Parameters with optim() 'C' Interface (original) (raw)
Interfacing to Nocedal et al. L-BFGS-B.3.0 (See <http://users.iems.northwestern.edu/~nocedal/lbfgsb.html>) 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). This package also adds more stopping criteria as well as allowing the adjustment of more tolerances.
Version: | 2024-3.5 |
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Depends: | R (≥ 3.6) |
Imports: | Rcpp (≥ 0.12.3), numDeriv, methods |
LinkingTo: | Rcpp (≥ 0.12.3), RcppArmadillo |
Suggests: | knitr, microbenchmark, optimx, pkgbuild, RcppArmadillo, rmarkdown, testthat (≥ 3.0.0), adagio |
Published: | 2024-09-17 |
DOI: | 10.32614/CRAN.package.lbfgsb3c |
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> |
BugReports: | https://github.com/nlmixr2/lbfgsb3c/issues |
License: | GPL-2 |
URL: | https://nlmixr2.github.io/lbfgsb3c/,https://github.com/nlmixr2/lbfgsb3c |
NeedsCompilation: | yes |
Materials: | README NEWS |
In views: | Optimization |
CRAN checks: | lbfgsb3c results |
Documentation:
Downloads:
Reverse dependencies:
Reverse imports: | calibrar, causalOT, glinvci, nlmixr2est, optimizeR, tseriesTARMA |
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Reverse linking to: | nlmixr2est |
Reverse suggests: | blackbox, metafor, optimParallel, optimx, psqn, ROI.plugin.optimx |
Linking:
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