Changes in version 0.3.2 (2024-09-22) o Do not use sourceCpp in tests where the files include [[Rcpp::plugins(openmp)]] when OpenMP is not supported. Changes in version 0.3.1 (2022-03-02) o the BFGS implementation supports an aboslute convergence treshold. o the user can provide pre-allocated memory to the C++ API for the BFGS implementation. Changes in version 0.3.0 (2021-12-12) o it is possible to mask (fix) some of the parameters. Non-linear equality constraints are also supported with an augmented Lagrangian method. o the code has been refactored. This may yield a speedup in some cases. o computation of the hessian is now supported using numerical differentiation with Richardson extrapolation to refine the estimate. o the gradient norm can be used as a convergence criterion. o a diagonal preconditioning method has been added to the psqn method. This requires that one defines PSQN_W_LAPACK prior to including the header files from the package and links with LAPACK and BLAS. o the license has been changed to the Apache license. Changes in version 0.2.1 (2021-05-04) o tests that compile files using Rcpp::sourceCpp() now do so in a temporary directory in tempdir(). It was done before in the package directory which violates CRAN policies. Changes in version 0.2.0 (2021-04-17) o added a generic method for partially separable functions. o made it possible to run a setup function prior to evaluating all the element functions. Thus, some computations may be done once if possible. See https://github.com/boennecd/psqn-va-ex for an example. o made it possible to change the unsigned integer type used in the package by defining the PSQN_SIZE_T macro prior to including the header files from the package. o added the incomplete Cholesky factorization preconditioner from Eigen to the package. This requires that one defines the PSQN_USE_EIGEN macro prior to including the header files from the package. Changes in version 0.1.0 (2020-10-27) o first submission to CRAN. o bug fixes of bugs found on CRAN's checks. o minor improvements.