[R] BB - a new package for solving nonlinear system of equations and for optimization with simple constraints

Zaihra T zaihra at uwindsor.ca
Thu Apr 24 15:12:42 CEST 2008


   Dear Dr. Vardhan,

   From where can we download this package and its  details.

   Thanks

   HAve a nice day.

   On Wed, 23 Apr 2008 16:39:50 -0400 "Ravi Varadhan" wrote:
   > Hi,
   >
   >
   >
   > We (Paul Gilbert and I) have just released a new R package on CRAN called
   > "BB" (stands for Barzilai-Borwein) that provides functionality for solving
   > large-scale (and small-scale) nonlinear system of equations. Until now, R
   > didn't have any functionality for solving nonlinear systems. We hope that
   > this package fills that need.
   >
   >
   >
   > We also have an implementation of the spectral projected gradient method
   for
   > the optimization of (smooth) nonlinear objective functions, subject to
   > simple constraints that can be defined as a projection mapping. This
   > function, spg(), is suited for large-s! cale optimization. It generally
   > performs better than the conjugate-gradient methods in "optim", and
   > complements the "low-memory BFGS" method for constraints that can be
   defined
   > by the user as projection mapping.
   >
   >
   >
   > Best regards,
   >
   > Ravi.
   >
   >
   ----------------------------------------------------------------------------
   > -------
   >
   > Ravi Varadhan, Ph.D.
   >
   > Assistant Professor, The Center on Aging and Health
   >
   > Division of Geriatric Medicine and Gerontology
   >
   > Johns Hopkins University
   >
   > Ph: (410) 502-2619
   >
   > Fax: (410) 614-9625
   >
   > Email: rvaradhan at jhmi.edu
   >
   > Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html
   >
   >
   >
   > ---------------!
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   >
   >
   >
   >
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   >
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