This is the fork of the libfgsb3 from cran with the following differences:
- The return type has changed is is very similar to what
optim
returns - Allows a direct C/C++ interface through a R registered function,
similar to C interface to
optim
with 2 additional arguments. - Allows adjustment of tolerances for minimization success.
- Added
xtolAtol
andxtolRtol
minimization success criterion. - Added
maxit
termination