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>.


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.

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Reference manual

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install.packages("n1qn1")

6.0.1-3 by Matthew Fidler, 7 months ago


https://github.com/nlmixrdevelopment/n1qn1


Report a bug at https://github.com/nlmixrdevelopment/n1qn1/issues


Browse source code at https://github.com/cran/n1qn1


Authors: Matthew Fidler [aut, cre] , Wenping Wang [aut] , Claude Lemarechal [aut, ctb] , Joseph Bonnans [ctb] , Jean-Charles Gilbert [ctb] , Claudia Sagastizabal [ctb] , Stephen L. Campbell , [ctb] , Jean-Philippe Chancelier [ctb] , Ramine Nikoukhah [ctb] , Dirk Eddelbuettel [ctb] , Bruno Jofret [ctb] , INRIA [cph]


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


CeCILL-2 license


Imports Rcpp

Suggests testthat, covr

Linking to RcppArmadillo, Rcpp


Imported by RxODE, nlmixr.


See at CRAN