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-scale 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.

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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@jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 

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