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