Spencer,
Another option is to try the "lbfgs" package. Hans Werner Borchers has told me
that this is a good implementation of L-BFGS.
Best,
Ravi
From: R-devel on behalf of Spencer Graves
Sent: Saturday, October 8, 2016 7:03 PM
To: Mark Leeds
Cc: R-devel
On 10/9/2016 9:00 AM, ProfJCNash wrote:
I'll not copy all the previous material on this thread to avoid overload.
The summary is that all the methods Spencer has tried have some issues.
The bad news: This is not uncommon with optimization methods, in part because the
problems are "hard",
in
I'll not copy all the previous material on this thread to avoid overload.
The summary is that all the methods Spencer has tried have some issues.
The bad news: This is not uncommon with optimization methods, in part because
the problems are "hard",
in part because getting them implemented and li