DESCRIPTION

Package: lbfgs
Type: Package
Title: Limited-Memory BFGS Optimization
Version: 1.2.2
Authors@R: c(person("Antonio", "Coppola", role = c("aut", "cre", "cph"), email = "acoppola@g.harvard.edu"),
	      person("Brandon", "Stewart", role = c("aut", "cph")),
	      person("Naoaki", "Okazaki", role = c("aut", "cph")),
	      person("David", "Ardia", role = c("ctb", "cph")),
	      person("Dirk", "Eddelbuettel", role = c("ctb", "cph")),
	      person("Katharine", "Mullen", role = c("ctb", "cph")),
	      person("Jorge", "Nocedal", role = c("ctb", "cph")),
	      person("Benjamin", "Christoffersen", role = c("ctb")))
Maintainer: Antonio Coppola <acoppola@g.harvard.edu>
Description: 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.
License: GPL (>= 2)
Imports: Rcpp (>= 0.11.2), methods
LinkingTo: Rcpp
VignetteBuilder: knitr
Suggests: microbenchmark, inline, glmnet, knitr