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DESCRIPTION
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DESCRIPTION
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Package: n1qn1
Title: Port of the 'Scilab' 'n1qn1' Module for Unconstrained BFGS Optimization
Version: 6.0.1-12
Authors@R: c(person("Matthew", "Fidler", role=c("aut","cre"), email= "[email protected]"),
person("Wenping", "Wang", role = "aut", email = "[email protected]"),
person("Claude","Lemarechal", role=c("aut","ctb")),
person("Joseph", "Bonnans", role=c("ctb")),
person("Jean-Charles", "Gilbert", role=c("ctb")),
person("Claudia","Sagastizabal",role=c("ctb")),
person("Stephen L.", "Campbell,", role=c("ctb")),
person("Jean-Philippe", "Chancelier", role=c("ctb")),
person("Ramine", "Nikoukhah", role=c("ctb")),
person("Dirk", "Eddelbuettel", role="ctb"),
person("Bruno", "Jofret", role="ctb"),
person("INRIA", role="cph")
)
Maintainer: Matthew Fidler <[email protected]>
Description: 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.
URL: https://github.com/nlmixr2/n1qn1c
BugReports: https://github.com/nlmixr2/n1qn1c/issues
Depends: R (>= 3.2)
Imports: Rcpp (>= 0.12.3)
Suggests: testthat, covr
License: CeCILL-2
Biarch: true
NeedsCompilation: yes
LinkingTo: RcppArmadillo (>= 0.5.600.2.0), Rcpp (>= 0.12.3)
Encoding: UTF-8
RoxygenNote: 7.3.2