The R Journal: article published in 2019, volume 11:1

optimParallel: An R Package Providing a Parallel Version of the L-BFGS-B Optimization Method
Florian Gerber and Reinhard Furrer , The R Journal (2019) 11:1, pages 352-358.

Abstract The R package optimParallel provides a parallel version of the L-BFGS-B optimization method of optim(). The main function of the package is optimParallel(), which has the same usage and output as optim(). Using optimParallel() can significantly reduce the optimization time, especially when the evaluation time of the objective function is large and no analytical gradient is available. We introduce the R package and illustrate its implementation, which takes advantage of the lexical scoping mechanism of R.

Received: 2018-05-29; online 2019-08-17, supplementary material, (2.4 KiB)
CRAN packages: lbfgsb3, lbfgsb3c, optimParallel, testthat, microbenchmark
CRAN Task Views cited directly: Optimization
CRAN Task Views implied by cited CRAN packages: Optimization

This article and supplementary materials are licensed under a Creative Commons Attribution 4.0 International license.

@article{RJ-2019-030,
  author = {Florian Gerber and Reinhard Furrer},
  title = {{optimParallel: An R Package Providing a Parallel Version of
          the L-BFGS-B Optimization Method}},
  year = {2019},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2019-030},
  url = {https://doi.org/10.32614/RJ-2019-030},
  pages = {352--358},
  volume = {11},
  number = {1}
}