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Provides quasi-Newton methods to minimize partially separable functions. The package includes both a header-only C++ interface and a R interface.

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psqn: Partially Separable Quasi-Newton

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This package provides methods to optimize partially separable functions using quasi-Newton methods. The package can be installed from Github by calling:

library(remotes)
install_github("boennecd/psqn")

The package can also be installed from CRAN by calling:

install.packages("psqn")

The details of the packages are available by calling vignette("psqn", package = "psqn") after installing the package or at github.com/boennecd/psqn/blob/master/vignettes/psqn.html.

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Provides quasi-Newton methods to minimize partially separable functions. The package includes both a header-only C++ interface and a R interface.

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