n1qn1 (Q58746)
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Port of the 'Scilab' 'n1qn1' Module for Unconstrained BFGS Optimization
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| English | n1qn1 |
Port of the 'Scilab' 'n1qn1' Module for Unconstrained BFGS Optimization |
Statements
Claude Lemarechal
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6 April 2026
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Provides 'Scilab' 'n1qn1'. 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. The algorithm is described in the 'Scilab' optimization documentation located at <https://www.scilab.org/sites/default/files/optimization_in_scilab.pdf>. This version uses manually modified code from 'f2c' to make this a C only binary.
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