Last data update: 2014.03.03
|
lbfgs
Package: lbfgs
Type: Package
Title: Limited-memory BFGS Optimization
Version: 1.2.1
Date: 2014-07-08
Authors@R: c(person("Antonio", "Coppola", role = c("aut", "cre", "cph"), email = "acoppola@college.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")))
Maintainer: Antonio Coppola <acoppola@college.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)
LinkingTo: Rcpp
Packaged: 2014-08-30 10:14:37 UTC; antonio12
Author: Antonio Coppola [aut, cre, cph],
Brandon Stewart [aut, cph],
Naoaki Okazaki [aut, cph],
David Ardia [ctb, cph],
Dirk Eddelbuettel [ctb, cph],
Katharine Mullen [ctb, cph],
Jorge Nocedal [ctb, cph]
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2014-08-31 11:23:32
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'lbfgs' ...
** package 'lbfgs' successfully unpacked and MD5 sums checked
** libs
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -I"/home/ddbj/local/lib64/R/library/Rcpp/include" -fpic -g -O2 -c RcppExports.cpp -o RcppExports.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -I"/home/ddbj/local/lib64/R/library/Rcpp/include" -fpic -g -O2 -c lbfgs.cc -o lbfgs.o
g++ -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o lbfgs.so RcppExports.o lbfgs.o -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/lbfgs/libs
** R
** data
** inst
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'lbfgs'
finding HTML links ... done
Leukemia html
lbfgs html
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (lbfgs)
Making 'packages.html' ... done
|