[Rd] Accessing options of L-BFGS-B

[Paul Bailey]

Hi,

I use L-BFGS-B heavily and I want access to some of the options in the code
that R calls but does not provide access to. There are some knobs on the
convergence criteria that are not accessible via optim, specifically, I want
to require a maximum gradient (obviously, it is actually some norm of the
gradient vector so that the requirement is 1 dimensional). I want to do this
because rerunning from various starting points gives me poor convergence and
my own (pure-R) L-BFGS has a poor line search algorithm that sometimes
fails.

Is there a simple way to do this?

As an alternative, the BFGS type papers tend to be long on the BFGS
explanations and short on the line search explanations. If someone pointed
me to a good line search paper that uses the Wolfe conditions...

Thanks,
Paul Bailey
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