package lbfgs
Install
Dune Dependency
Authors
Maintainers
Sources
sha256=130ad891f3e640d5aad221e920b2f2e34135cde288486d7db1c9204234e204f4
md5=ea8f6d93fee97aea47030510bebf4d6a
Description
This library provide an algorithm to minimize and maximize functions of many variables on bounded or unbounded domains. This is a binding to L-BFGS-B, a library for Large-scale Bound-constrained Optimization.
Tags
science numerics optimization minimization maximization bound-constrained large-scalePublished: 30 Oct 2018
README
README.md
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
Dependencies (6)
Dev Dependencies (1)
-
lacaml
with-test
Used by (2)
-
oml
< "0.0.7" - owl-opt-lbfgs
Conflicts
None