[Rd] Version of L-BFGS-B used in optim etc

David Duffy David.Duffy at qimr.edu.au
Wed Oct 9 07:46:40 CEST 2013


I just noticed the paper by Morales and Nocedal

Remark on "Algorithm 778: L-BFGS-B: Fortran Subroutines for Large-Scale 
Bound Constrained Optimization". TOMS 2011; 38(1): 7


which describes a couple of improvements (speed and accuracy) to the 
original Netlib code which AFAICT is that still used by optim() 
via f2c.  Updated code is under


released under the New BSD License.  Has this already been made available 
in R, perhaps in other packages such as optimx?

Cheers, David Duffy.

| David Duffy (MBBS PhD)                                         ,-_|\
| email: davidD at qimr.edu.au  ph: INT+61+7+3362-0217 fax: -0101  /     *
| Epidemiology Unit, Queensland Institute of Medical Research   \_,-._/
| 300 Herston Rd, Brisbane, Queensland 4029, Australia  GPG 4D0B994A v

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