Statistics, Department of
The R Journal
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Date of this Version
6-2019
Document Type
Article
Citation
The R Journal (June 2019) 11(1); Editor: Norm Matloff
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, which takes advantage of the lexical scoping mechanism of R.
Included in
Numerical Analysis and Scientific Computing Commons, Programming Languages and Compilers Commons
Comments
Copyright 2019, The R Foundation. Open access material. License: CC BY 4.0 International