From David.Duffy at qimr.edu.au  Wed Oct  9 07:46:40 2013
From: David.Duffy at qimr.edu.au (David Duffy)
Date: Wed, 9 Oct 2013 15:46:40 +1000
Subject: [Rd] Version of L-BFGS-B used in optim etc
Message-ID: <alpine.LMD.2.00.1310091458420.632@orpheus.qimr.edu.au>

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: davidD at qimr.edu.au  ph: INT+61+7+3362-0217 fax: -0101  /     *
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[Rd] Version of L-BFGS-B used in optim etc
David Duffy