lbfgsb3c: Limited Memory BFGS Minimizer with Bounds on Parameters with optim() 'C' Interface

Interfacing to Nocedal et al. L-BFGS-B.3.0 (See <http://users.iems.northwestern.edu/~nocedal/lbfgsb.html>) limited memory BFGS minimizer with bounds on parameters. This is a fork of 'lbfgsb3'. This registers a 'R' compatible 'C' interface to L-BFGS-B.3.0 that uses the same function types and optimization as the optim() function (see writing 'R' extensions and source for details). This package also adds more stopping criteria as well as allowing the adjustment of more tolerances.

Version: 2020-3.3
Depends: R (≥ 3.6)
Imports: Rcpp (≥ 0.12.3), numDeriv, methods
LinkingTo: Rcpp (≥ 0.12.3), RcppArmadillo
Suggests: knitr, microbenchmark, optimx, pkgbuild, RcppArmadillo, rmarkdown, testthat (≥ 3.0.0)
Published: 2023-11-28
Author: Matthew L Fidler [aut, cre], John C Nash [aut], Ciyou Zhu [aut], Richard Byrd [aut], Jorge Nocedal [aut], Jose Luis Morales [aut]
Maintainer: Matthew L Fidler <matthew.fidler at gmail.com>
License: GPL-2
URL: https://nlmixr2.github.io/lbfgsb3c/
NeedsCompilation: yes
Materials: README NEWS
In views: Optimization
CRAN checks: lbfgsb3c results

Documentation:

Reference manual: lbfgsb3c.pdf
Vignettes: lbfgsb3c-nocompile

Downloads:

Package source: lbfgsb3c_2020-3.3.tar.gz
Windows binaries: r-devel: lbfgsb3c_2020-3.3.zip, r-release: lbfgsb3c_2020-3.3.zip, r-oldrel: lbfgsb3c_2020-3.3.zip
macOS binaries: r-release (arm64): lbfgsb3c_2020-3.3.tgz, r-oldrel (arm64): lbfgsb3c_2020-3.3.tgz, r-release (x86_64): lbfgsb3c_2020-3.3.tgz
Old sources: lbfgsb3c archive

Reverse dependencies:

Reverse imports: calibrar, causalOT, glinvci, nlmixr2est, optimizeR, tseriesTARMA
Reverse linking to: nlmixr2est
Reverse suggests: blackbox, metafor, optimParallel, optimx, psqn, ROI.plugin.optimx

Linking:

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