Partially Separable Quasi-Newton

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


Reference manual

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0.2.1 by Benjamin Christoffersen, 5 months ago

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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