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lbfgs

swMATH ID: 26415
Software Authors: Antonio Coppola, Brandon Stewart, Naoaki Okazaki, David Ardia, Dirk Eddelbuettel, Katharine Mullen, Jorge Noceda
Description: R package lbfgs: Limited-memory BFGS Optimization. A wrapper built around the libLBFGS optimization library by Naoaki Okazaki. The lbfgs package implements both the Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) and the Orthant-Wise Quasi-Newton Limited-Memory (OWL-QN) optimization algorithms. The L-BFGS algorithm solves the problem of minimizing an objective, given its gradient, by iteratively computing approximations of the inverse Hessian matrix. The OWL-QN algorithm finds the optimum of an objective plus the L1-norm of the problem’s parameters. The package offers a fast and memory-efficient implementation of these optimization routines, which is particularly suited for high-dimensional problems.
Homepage: https://cran.r-project.org/web/packages/lbfgs/index.html
Source Code:  https://github.com/cran/lbfgs
Dependencies: R
Related Software: choix; hyper2; mixedMem; PlackettLuce; PLMIX; Pmr; gnm; PrefLib; ROlogit; CRAN; rankdist; Rankcluster; PerMallows; psychotree; prefmod; igraph; R
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