OCaml bindings for L-BFGS
This library is a binding to Nocedal's implementation of L-BFGS-B which adds the possibility of setting bounds on the variables.
The easiest way to install the library is to use opam:
opam install lbfgs
If you clone this repository, download
and extract it in
src/ (it should create
In case the right FORTRAN compiler for your platform is not
automatically found, you can specify it explicitly by exporting the
fortran variable before invoking
opam. For example
export fortran=/usr/bin/x86_64-w64-mingw32-gfortran.exe opam install lbfgs
If you cloned this repository, issue
jbuilder build @doc
You can also consult it online.