n1qn1
Port of the 'Scilab' 'n1qn1' and 'qnbd' Modules for (Un)constrained BFGS Optimization
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 <http://www.scilab.org/content/download/250/1714/file/optimization_in_scilab.pdf>.
Tests Vignettes
Available Snapshots
This version of n1qn1 can be found in the following snapshots:
Dependencies
| Imports/Depends/LinkingTo/Enhances (4) |
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| Suggests (2) |
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