lbfgsb3c: Limited Memory BFGS Minimizer with Bounds on Parameters with optim() 'C' Interface

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
Depends: R (≥ 3.0.2)
Imports: Rcpp (≥ 0.12.3), numDeriv, methods
LinkingTo: Rcpp (≥ 0.12.3), RcppArmadillo
Suggests: testthat
Published: 2018-10-19
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
CRAN checks: lbfgsb3c results

Downloads:

Reference manual: lbfgsb3c.pdf
Package source: lbfgsb3c_2018-2.13.tar.gz
Windows binaries: r-devel: lbfgsb3c_2018-2.13.zip, r-release: lbfgsb3c_2018-2.13.zip, r-oldrel: lbfgsb3c_2018-2.13.zip
OS X binaries: r-release: lbfgsb3c_2018-2.13.tgz, r-oldrel: lbfgsb3c_2018-2.13.tgz

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