optimParallel: An R Package Providing a Parallel Version of the L-BFGS-B Optimization Method
Abstract
The R package optimParallel provides a parallel version of the L-BFGS-B optimization method of optim(). The main function of the package is optimParallel(), which has the same usage and output as optim(). Using optimParallel() can significantly reduce the optimization time, especially when the evaluation time of the objective function is large and no analytical gradient is available. We introduce the R package and illustrate its implementation,...
Paper Details
Title
optimParallel: An R Package Providing a Parallel Version of the L-BFGS-B Optimization Method
Published Date
Jan 1, 2019
Journal
Volume
11
Issue
1
Pages
352 - 352
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