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

From: Ravi Varadhan <rvaradhan_at_jhmi.edu>
Date: Wed, 23 Apr 2008 16:39:50 -0400


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-scale 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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