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:


Imports/Depends/LinkingTo/Enhances (4)
  • R
  • Rcpp >= 0.12.3
  • RcppArmadillo >= 0.5.600.2.0
  • Rcpp >= 0.12.3
  • Suggests (2)
  • testthat
  • covr
  • Version History