Hi.
I just noticed the paper by Morales and Nocedal
Remark on "Algorithm 778: L-BFGS-B: Fortran Subroutines for Large-Scale
Bound Constrained Optimization". TOMS 2011; 38(1): 7
http://www.ece.northwestern.edu/~morales/PSfiles/acm-remark.pdf
which describes a couple of improvements (speed and accuracy) to the
original Netlib code which AFAICT is that still used by optim()
via f2c. Updated code is under
http://www.ece.northwestern.edu/~nocedal/lbfgsb.html
released under the New BSD License. Has this already been made available
in R, perhaps in other packages such as optimx?
Cheers, David Duffy.
| David Duffy (MBBS PhD) ,-_|\
| email: dav...@qimr.edu.au ph: INT+61+7+3362-0217 fax: -0101 / *
| Epidemiology Unit, Queensland Institute of Medical Research \_,-._/
| 300 Herston Rd, Brisbane, Queensland 4029, Australia GPG 4D0B994A v
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