Non-monotone Barzilai-Borwein spectral methods for the solution and optimization of large-scale nonlinear systems.
A tutorial style introduction to this package is available in a vignette, which can be viewed with vignette("BB").
The main functions in this package are:
BBsolve A wrapper function to provide a robust stategy for solving large systems of nonlinear equations. It calls dfsane with different algorithm control settings, until a successfully converged solution is obtained.
BBoptim A wrapper function to provide a robust stategy for real valued function optimization. It calls spg with different algorithm control settings, until a successfully converged solution is obtained.
dfsane function for solving large systems of nonlinear equations using a derivative-free spectral approach
sane function for solving large systems of nonlinear equations using spectral approach
spg function for spectral projected gradient method for large-scale optimization with simple constraints
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Birgin EG, Martinez JM, and Raydan M (2001): SPG: software for convex-constrained optimization, ACM Transactions on Mathematical Software.
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R Varadhan and PD Gilbert (2009), BB: An R Package for Solving a Large System of Nonlinear Equations and for Optimizing a High-Dimensional Nonlinear Objective Function, J. Statistical Software, 32:4, http://www.jstatsoft.org/v32/i04/