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arXiv · 1804.11058

optimParallel: an R Package Providing Parallel Versions of the Gradient-Based Optimization Methods of optim()

Florian Gerber·Reinhard Furrer
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Abstract

The R package optimParallel provides a parallel version of the gradient-based optimization methods of optim(). The main function of the package is optimParallel(), which has the same usage and output as optim(). Using optimParallel() can significantly reduce optimization times. We introduce the R package and illustrate its implementation, which takes advantage of the lexical scoping mechanism of R.

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Florian Gerber, Reinhard Furrer. 2018-04-30. optimParallel: an R Package Providing Parallel Versions of the Gradient-Based Optimization Methods of optim(). https://arxiv.org/abs/1804.11058

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