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r_test/r-n1qn1

r-n1qn1

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Provides 'Scilab' 'n1qn1', or Quasi-Newton BFGS "qn" without constraints and 'qnbd' or Quasi-Newton BFGS with constraints. 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. Both algorithms are described in the 'Scilab' optimization documentation located at <http://www.scilab.org/content/download/250/1714/file/optimization_in_scilab.pdf>.

Installation

To install this package, run one of the following:

Conda
$conda install r_test::r-n1qn1

Usage Tracking

6.0.1_3
1 / 8 versions selected
Downloads (Last 6 months): 0

About

Summary

Provides 'Scilab' 'n1qn1', or Quasi-Newton BFGS "qn" without constraints and 'qnbd' or Quasi-Newton BFGS with constraints. 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. Both algorithms are described in the 'Scilab' optimization documentation located at <http://www.scilab.org/content/download/250/1714/file/optimization_in_scilab.pdf>.

Last Updated

Dec 13, 2019 at 20:34

License

CeCILL-2

Total Downloads

33

Supported Platforms

linux-64
macOS-64
win-64

Home

https://github.com/nlmixrdevelopment/n1qn1