lbfgs
Bound-constrainted optimization in many variables
README
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 thefortran
variable before invoking opam
. For example
export fortran=/usr/bin/x86_64-w64-mingw32-gfortran.exe
opam install lbfgs
Documentation
If you cloned this repository, issue
jbuilder build @doc
You can also consult it
online.