Limited Memory BFGS Minimizer with Bounds on Parameters with
optim() 'C' Interface
Interfacing to Nocedal et al. L-BFGS-B.3.0 (2011 <10.1145>) 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). Ths package also adds more stopping criterion as well as allows adjusting more tolerances.10.1145>
This is the fork of the libfgsb3 from cran with the following differences:
- The return type has changed is is very similar to what
- 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.
xtolRtol minimization success criterion.
o Fixup line longer than 72 chars in lbfgsb.f. Undeclared
integer itask in errclb subroutine. Thanks to Berend Hasselman.
New package lbfgsb3 2014.7.31