A high-level interface to the L-BFGS reference implementation (Fortran), which is available from here and is distributed under a BSD license.
This package expects the L-BFGS reference code to be available as a library
named, imaginatively, lbfgs. In the flib/ subdirectory, a Makefile is
provided to do just that (attempt to download the reference implementation
linked to above, compile it using gfortran, and package it appropriately).
Regardless of whether you compile the latter your self, you will still need to
supply the requisite library paths to cabal if they are not in the default
search paths (possibly including that for gfortran, if needed).
For example, after compiling the lbfgs library in flib/ with the homebrew
version of gfortran on OS X, this process will likely look something like:
> cabal configure \
--extra-lib-dirs=$(pwd)/flib \
--extra-lib-dirs=/usr/local/opt/gfortran/gfortran/lib \
--enable-tests
Resolving dependencies...
Configuring hlbfgs-0.0.1.0...
> cabal build
Building hlbfgs-0.0.1.0...
Preprocessing library hlbfgs-0.0.1.0...
[1 of 1] Compiling Math.HLBFGS ( src/Math/HLBFGS.hs, dist/build/Math/HLBFGS.o )
[1 of 1] Compiling Math.HLBFGS ( src/Math/HLBFGS.hs, dist/build/Math/HLBFGS.p_o )
In-place registering hlbfgs-0.0.1.0...
Preprocessing test suite 'tests' for hlbfgs-0.0.1.0...
[1 of 1] Compiling Main ( tests/Test.hs, dist/build/tests/tests-tmp/Main.o )
Linking dist/build/tests/tests ...
> cabal test
Running 1 test suites...
Test suite tests: RUNNING...
Test suite tests: PASS
Test suite logged to: dist/test/hlbfgs-0.0.1.0-tests.log
1 of 1 test suites (1 of 1 test cases) passed.
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