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https://github.com/boennecd/psqn

Provides quasi-Newton methods to minimize partially separable functions. The package includes both a header-only C++ interface and a R interface.
https://github.com/boennecd/psqn

optimization optimization-algorithms quasi-newton

Last synced: 4 months ago
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Provides quasi-Newton methods to minimize partially separable functions. The package includes both a header-only C++ interface and a R interface.

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psqn: Partially Separable Quasi-Newton
======================================

[![R-CMD-check](https://github.com/boennecd/psqn/workflows/R-CMD-check/badge.svg)](https://github.com/boennecd/psqn/actions)
[![](https://www.r-pkg.org/badges/version/psqn)](https://CRAN.R-project.org/package=psqn)
[![CRAN RStudio mirror
downloads](http://cranlogs.r-pkg.org/badges/psqn)](https://CRAN.R-project.org/package=psqn)

This package provides methods to optimize partially separable functions using
quasi-Newton methods. The package can be installed from Github by calling:

```r
library(remotes)
install_github("boennecd/psqn")
```

The package can also be installed from CRAN by calling:

```r
install.packages("psqn")
```

The details of the packages are available by calling
`vignette("psqn", package = "psqn")` after installing the package or at
[github.com/boennecd/psqn/blob/master/vignettes/psqn.html](https://htmlpreview.github.io/?https://github.com/boennecd/psqn/blob/master/vignettes/psqn.html).