Ported By: Matthew Fidler, Wenping Wang
Algorithm Authors: C. Lemarechal, Stephen L. Campbell, Jean-Philippe Chancelier, Ramine Nikoukhah
R port of the Scilab n1qn1 module. This package provides n1qn1, or Quasi-Newton BFGS "qn" without constraints. This takes more memory than traditional L-BFGS. This routine is useful since it allows prespecification of a Hessian; If the Hessian is near the truth in optimization it can speed up the optimization problem.