n1qn1

Port of the 'Scilab' 'n1qn1' Module for Unconstrained BFGS Optimization


License
CECILL-2.1

Documentation

Travis-CI Build Status AppVeyor Build Status Coverage Status CRAN version

Ported By: Matthew Fidler, Wenping Wang

Algorithm Authors: C. Lemarechal, Stephen L. Campbell, Jean-Philippe Chancelier, Ramine Nikoukhah

R port of the Scilab n1qn1 module. This package provides n1qn1, or Quasi-Newton BFGS "qn" without constraints. This takes more memory than traditional L-BFGS. This particual routine is useful since it allows prespecification of a Hessian; If the Hessian is near the truth in optimization it can speed up the optimization problem.