Provides quasi-Newton methods to minimize partially separable
functions. The methods are largely described by
Nocedal and Wright (2006) <doi:10.1007/978-0-387-40065-5>.
Version: |
0.3.1 |
Depends: |
R (≥ 3.5.0), Matrix |
Imports: |
Rcpp |
LinkingTo: |
Rcpp, RcppEigen, testthat |
Suggests: |
R.rsp, rmarkdown, RcppArmadillo, RcppEigen, bench, testthat, numDeriv, lbfgsb3c, lbfgs, alabama |
Published: |
2022-03-02 |
Author: |
Benjamin Christoffersen
[cre, aut] |
Maintainer: |
Benjamin Christoffersen <boennecd at gmail.com> |
BugReports: |
https://github.com/boennecd/psqn/issues |
License: |
Apache License (≥ 2) |
URL: |
https://github.com/boennecd/psqn |
NeedsCompilation: |
yes |
SystemRequirements: |
C++11 |
Materials: |
NEWS |
In views: |
Optimization |
CRAN checks: |
psqn results |