[R] BB - a new package for solving nonlinear system of equations and for optimization with simple constraints
Zaihra T
zaihra at uwindsor.ca
Thu Apr 24 15:12:42 CEST 2008
Dear Dr. Vardhan,
From where can we download this package and its details.
Thanks
HAve a nice day.
On Wed, 23 Apr 2008 16:39:50 -0400 "Ravi Varadhan" wrote:
> Hi,
>
>
>
> We (Paul Gilbert and I) have just released a new R package on CRAN called
> "BB" (stands for Barzilai-Borwein) that provides functionality for solving
> large-scale (and small-scale) nonlinear system of equations. Until now, R
> didn't have any functionality for solving nonlinear systems. We hope that
> this package fills that need.
>
>
>
> We also have an implementation of the spectral projected gradient method
for
> the optimization of (smooth) nonlinear objective functions, subject to
> simple constraints that can be defined as a projection mapping. This
> function, spg(), is suited for large-s! cale optimization. It generally
> performs better than the conjugate-gradient methods in "optim", and
> complements the "low-memory BFGS" method for constraints that can be
defined
> by the user as projection mapping.
>
>
>
> Best regards,
>
> Ravi.
>
>
----------------------------------------------------------------------------
> -------
>
> Ravi Varadhan, Ph.D.
>
> Assistant Professor, The Center on Aging and Health
>
> Division of Geriatric Medicine and Gerontology
>
> Johns Hopkins University
>
> Ph: (410) 502-2619
>
> Fax: (410) 614-9625
>
> Email: rvaradhan at jhmi.edu
>
> Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html
>
>
>
> ---------------!
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>
>
>
>
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>
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