Crate rcompat_lbfgsb 

Clean-room Rust implementation of R-compatible stats::optim(..., method = "L-BFGS-B") semantics.

The crate focuses on R-style wrapper behavior: fnscale, parscale, ndeps, bounds, optional gradients, typed errors, and R-like result fields. It does not call R at runtime.

use rcompat_lbfgsb::{optim_lbfgsb, Bounds, OptimControl};

let result = optim_lbfgsb(
    vec![0.0],
    Bounds::new(vec![-10.0], vec![10.0])?,
    |p| (p[0] - 2.0).powi(2),
    OptimControl::default_for_dimension(1),
)?;

assert!((result.par[0] - 2.0).abs() < 1e-5);

Structs

Bounds

Lower and upper bounds for each parameter.

OptimControl

R-like controls for L-BFGS-B optimization.

OptimCounts

R-like function and gradient evaluation counts.

OptimResult

R-like optimization result.

Enums

OptimError

Error returned when optimization inputs are invalid or evaluation fails.

Functions

optim_lbfgsb

Optimizes an objective using R-compatible L-BFGS-B wrapper semantics.

optim_lbfgsb_with_gradient

Optimizes an objective with a user-supplied gradient.