Limited-memory BFGS Optimization R package lbfgs version 1.2.1.2 CRAN Task View: Optimization (https://CRAN.R-project.org/view=Optimization) A wrapper built around the libLBFGS optimization library by Naoaki Okazaki. The lbfgs package implements both the Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) and the Orthant-Wise Quasi-Newton Limited-Memory (OWL-QN) optimization algorithms. The L-BFGS algorithm solves the problem of minimizing an objective, given its gradient, by iteratively computing approximations of the inverse Hessian matrix. The OWL-QN algorithm finds the optimum of an objective plus the L1-norm of the problem's parameters. The package offers a fast and memory-efficient implementation of these optimization routines, which is particularly suited for high-dimensional problems. Software Imports: Rcpp (>= 0.11.2), methods LinkingTo: Rcpp Antonio Coppola <acoppola@stanford.edu> Comprehensive R Archive Network (CRAN) Antonio Coppola [aut, cre, cph], Brandon Stewart [aut, cph], Naoaki Okazaki [aut, cph], David Ardia [ctb, cph], Dirk Eddelbuettel [ctb, cph], Katharine Mullen [ctb, cph], Jorge Nocedal [ctb, cph] GPL (>= 2) 2022-06-23 application/tgz https://CRAN.R-project.org/package=lbfgs doi:10.32614/CRAN.package.lbfgs