OCaml bindings for L-BFGS
L-BFGS is an optimization algorithm in the family of quasi-Newton methods that approximates the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm using a limited amount of computer memory.
This library is a binding to Nocedal's implementation of L-BFGS-B which adds the possibility of setting bounds on the variables.
Install
The easiest way to install the library is to use opam:
opam install lbfgs
If you clone this repository, download
Lbfgsb.3.0
and extract it in src/ (it should create src/Lbfgsb.3.0/).
Then issue make and make install.
In case the right FORTRAN compiler for your platform is not
automatically found, you can specify it explicitly by exporting the
FORTRANC variable before invoking opam. For example
export FORTRANC=/usr/bin/x86_64-w64-mingw32-gfortran.exe
opam install lbfgs
Documentation
If you cloned this repository, issue
dune build @doc