Partially Separable Quasi-Newton

Provides quasi-Newton methods to minimize partially separable functions. The methods are largely described by Nocedal and Wright (2006) .


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Reference manual

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install.packages("psqn")

0.2.1 by Benjamin Christoffersen, 5 months ago


https://github.com/boennecd/psqn


Report a bug at https://github.com/boennecd/psqn/issues


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


Authors: Benjamin Christoffersen [cre, aut]


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


GPL-2 license


Imports Rcpp

Suggests R.rsp, rmarkdown, RcppArmadillo, RcppEigen, bench, testthat, numDeriv, lbfgsb3c, lbfgs, Matrix

Linking to Rcpp, RcppEigen, testthat

System requirements: C++11


Linked to by mdgc.


See at CRAN