Provides quasi-Newton methods to minimize partially separable functions. The methods are largely described by Nocedal and Wright (2006) .
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0.3.0 by Benjamin Christoffersen, 2 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
Apache License (>= 2) license
Imports Rcpp
Depends on Matrix
Suggests R.rsp, rmarkdown, RcppArmadillo, RcppEigen, bench, testthat, numDeriv, lbfgsb3c, lbfgs, alabama
Linking to Rcpp, RcppEigen, testthat
System requirements: C++11
Linked to by mdgc.
See at CRAN