package lbfgs
Bound-constrainted optimization in many variables
Install
Dune Dependency
github.com
Readme
Changelog
LGPL-3.0-only WITH OCaml-LGPL-linking-exception License
Edit opam file
Versions (10)
Authors
Maintainers
Sources
lbfgs-0.9.1.tbz
sha256=130ad891f3e640d5aad221e920b2f2e34135cde288486d7db1c9204234e204f4
md5=ea8f6d93fee97aea47030510bebf4d6a
README.md.html
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
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