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

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.

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