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 and xtolRtol minimization success criterion.
  • Added maxit termination