psqn: Partially Separable Quasi-Newton
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: | 0.3.2 |
| 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: | 2024-09-22 |
| DOI: | 10.32614/CRAN.package.psqn |
| 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 |
| Materials: | NEWS |
| In views: | Optimization |
| CRAN checks: | psqn results |
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