Partially Separable Quasi-Newton
BFGS Implementation Used Internally in the psqn Package
Generic Partially Separable Function Optimization
Computes the Hessian.
psqn: Partially Separable Quasi-Newton
Partially Separable Function Optimization
Provides quasi-Newton methods to minimize partially separable functions. The methods are largely described by Nocedal and Wright (2006) <doi:10.1007/978-0-387-40065-5>.
Useful links