liblbfgs
C library. It provides a C port of the implementation of Limited-memory
Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method written by Jorge Nocedal.
The original FORTRAN source code is available at:
http://www.ece.northwestern.edu/~nocedal/lbfgs.html
The L-BFGS method solves the unconstrainted minimization problem: minimize F(x), x = (x1, x2, ..., xN), only if the objective function F(x) and its gradient G(x) are computable.
Refer to the libLBFGS web site for more information. http://www.chokkan.org/software/liblbfgs/
This file contains setup instructions and other details that are more
appropriate for development rather than consumption. If you want to use
liblbfgs
in your build2
-based project, then instead see the accompanying
PACKAGE-README.md
file.
The development setup for liblbfgs
uses the standard bdep
-based workflow.
For example:
git clone .../liblbfgs.git
cd liblbfgs
bdep init -C @gcc cc config.cxx=g++
bdep update
bdep test