Provides 'Scilab' 'n1qn1', or Quasi-Newton BFGS "qn" without constraints and 'qnbd' or Quasi-Newton BFGS with constraints. 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. Both algorithms are described in the 'Scilab' optimization documentation located at <https://www.scilab.org/sites/default/files/optimization_in_scilab.pdf>.
| Version: | 6.0.1-9 |
| Depends: | R (≥ 3.2) |
| Imports: | Rcpp (≥ 0.12.3) |
| LinkingTo: | RcppArmadillo (≥ 0.5.600.2.0), Rcpp (≥ 0.12.3) |
| Suggests: | testthat, covr |
| Published: | 2020-07-02 |
| Author: | Matthew Fidler [aut, cre], Wenping Wang [aut], Claude Lemarechal [aut, ctb], Joseph Bonnans [ctb], Jean-Charles Gilbert [ctb], Claudia Sagastizabal [ctb], Stephen L. Campbell, [ctb], Jean-Philippe Chancelier [ctb], Ramine Nikoukhah [ctb], Dirk Eddelbuettel [ctb], Bruno Jofret [ctb], INRIA [cph] |
| Maintainer: | Matthew Fidler <matthew.fidler at gmail.com> |
| BugReports: | https://github.com/nlmixrdevelopment/n1qn1/issues |
| License: | CeCILL-2 |
| URL: | https://github.com/nlmixrdevelopment/n1qn1 |
| NeedsCompilation: | yes |
| Materials: | README |
| In views: | Optimization |
| CRAN checks: | n1qn1 results |
| Reference manual: | n1qn1.pdf |
| Package source: | n1qn1_6.0.1-9.tar.gz |
| Windows binaries: | r-devel: n1qn1_6.0.1-9.zip, r-release: n1qn1_6.0.1-9.zip, r-oldrel: n1qn1_6.0.1-9.zip |
| macOS binaries: | r-release: n1qn1_6.0.1-9.tgz, r-oldrel: n1qn1_6.0.1-9.tgz |
| Old sources: | n1qn1 archive |
| Reverse imports: | nlmixr |
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