CRAN

n1qn1 6.0.0-1

Port of the 'Scilab' 'n1qn1' Module for Unconstrained BFGS Optimization

Released Oct 30, 2017 by Matthew Fidler

This package is available for Renjin and there are no known compatibility issues.

Dependencies

Provides 'Scilab' 'n1qn1', or Quasi-Newton BFGS "qn" without constraints. This takes more memory than traditional L-BFGS. This 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 .

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>n1qn1</artifactId>
    <version>6.0.0-1-b10</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:n1qn1')

Test Results

This package was last tested against Renjin 0.9.2687 on Aug 24, 2018.

Source

C++

Fortran

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Release History

6.0.0-1