Package: psqn 0.3.2
psqn: Partially Separable Quasi-Newton
Provides quasi-Newton methods to minimize partially separable functions. The methods are largely described by Nocedal and Wright (2006) <doi:10.1007/978-0-387-40065-5>.
Authors:
psqn_0.3.2.tar.gz
psqn_0.3.2.tar.gz(r-4.5-noble)psqn_0.3.2.tar.gz(r-4.4-noble)
psqn_0.3.2.tgz(r-4.4-emscripten)psqn_0.3.2.tgz(r-4.3-emscripten)
psqn.pdf |psqn.html✨
psqn/json (API)
NEWS
# Install 'psqn' in R: |
install.packages('psqn', repos = 'https://cloud.r-project.org') |
Bug tracker:https://github.com/boennecd/psqn/issues0 issues
Last updated 6 months agofrom:4e07bdab94. Checks:3 OK. Indexed: no.
Target | Result | Latest binary |
---|---|---|
Doc / Vignettes | OK | Mar 22 2025 |
R-4.5-linux-x86_64 | OK | Mar 22 2025 |
R-4.4-linux-x86_64 | OK | Mar 22 2025 |
Exports:psqnpsqn_aug_Lagrangpsqn_aug_Lagrang_genericpsqn_bfgspsqn_genericpsqn_generic_hesspsqn_hess
Dependencies:briocallrclicrayondescdiffobjdigestevaluatefsgluejsonlitelatticelifecyclemagrittrMatrixpkgbuildpkgloadpraiseprocessxpsR6RcppRcppEigenrlangrprojroottestthatwaldowithr
Citation
To cite package ‘psqn’ in publications use:
Christoffersen B (2024). psqn: Partially Separable Quasi-Newton. R package version 0.3.2, https://CRAN.R-project.org/package=psqn.
Corresponding BibTeX entry:
@Manual{, title = {psqn: Partially Separable Quasi-Newton}, author = {Benjamin Christoffersen}, year = {2024}, note = {R package version 0.3.2}, url = {https://CRAN.R-project.org/package=psqn}, }
Readme and manuals
Help Manual
Help page | Topics |
---|---|
psqn: Partially Separable Quasi-Newton | psqn-package _PACKAGE |
Partially Separable Function Optimization | psqn psqn_aug_Lagrang |
BFGS Implementation Used Internally in the psqn Package | psqn_bfgs |
Generic Partially Separable Function Optimization | psqn_aug_Lagrang_generic psqn_generic |
Computes the Hessian. | psqn_generic_hess psqn_hess |