lbfgsb3c (Q58743)
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Limited Memory BFGS Minimizer with Bounds on Parameters with optim() 'C' Interface
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | lbfgsb3c |
Limited Memory BFGS Minimizer with Bounds on Parameters with optim() 'C' Interface |
Statements
28 November 2023
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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 samefunction 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.
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John C Nash
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Ciyou Zhu
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Richard Byrd
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Jorge Nocedal
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Jose Luis Morales
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