n1qn1
Port of the 'Scilab' 'n1qn1' Module for Unconstrained BFGS Optimization
Provides 'Scilab' 'n1qn1'. 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. The algorithm is described in the 'Scilab' optimization documentation located at < https://www.scilab.org/sites/default/files/optimization_in_scilab.pdf>. This version uses manually modified code from 'f2c' to make this a C only binary.
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 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.