Provides quasi-Newton methods to minimize partially separable
functions. The methods are largely described by
Nocedal and Wright (2006) .
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Benjamin Christoffersen, 3 months ago
Report a bug at https://github.com/boennecd/psqn/issues
Browse source code at
Benjamin Christoffersen [cre, aut]
Optimization and Mathematical Programming
Suggests R.rsp, rmarkdown, RcppArmadillo, RcppEigen, bench, testthat, numDeriv, lbfgsb3c, lbfgs, Matrix
Linking to Rcpp, RcppEigen, testthat
System requirements: C++11
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See at CRAN