BB: An R package for solving a large system of nonlinear equations and for optimizing a high-dimensional nonlinear objective function

Ravi Varadhan, Paul D. Gilbert

Research output: Contribution to journalArticlepeer-review

84 Scopus citations

Abstract

We discuss R package BB, in particular, its capabilities for solving a nonlinear system of equations. The function BBsolve in BB can be used for this purpose. We demonstrate the utility of these functions for solving: (a) large systems of nonlinear equations, (b) smooth, nonlinear estimating equations in statistical modeling, and (c) non-smooth estimating equations arising in rank-based regression modeling of censored failure time data. The function BBoptim can be used to solve smooth, box-constrained optimization problems. A main strength of BB is that, due to its low memory and storage requirements, it is ideally suited for solving high-dimensional problems with thousands of variables.

Original languageEnglish (US)
Pages (from-to)1-26
Number of pages26
JournalJournal of Statistical Software
Volume32
Issue number4
DOIs
StatePublished - 2009

Keywords

  • Accelerate failure time model
  • Barzilai-Borwein
  • Derivative-free
  • Estimating equations
  • Large-scale optimization
  • Non-monotone line search
  • Non-smooth optimization
  • Rank-based regression

ASJC Scopus subject areas

  • Software
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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