Description

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

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 same function 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.

README.md

cran.r-project.org

libfgsb3c interface from C

This is the fork of the libfgsb3 from cran with the following differences:

The return type has changed is is very similar to what optim returns
Allows a direct C/C++ interface through a R registered function, similar to C interface to optim with 2 additional arguments.
Allows adjustment of tolerances for minimization success.
Added xtolAtol and xtolRtol minimization success criterion.
Added maxit termination.

r-lbfgsb3c

libfgsb3c interface from C

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libfgsb3c interface from C

Version

License

Status

Source

Homepage

Platforms75 (75)

Platforms (75)