lbfgsb3c

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

Matthew L Fidler, Jorge Nocedal, John C Nash, Ciyou Zhu, Richard Byrd, Jose Luis Morales

Last update: 28 November 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 2020-3.2, 2018-2.13-1, 2018-2.13, 2019-11.26, 2020-2.3, 2020-3.3

Description

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.

Cited In (5)

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