lbfgs

Bound-constrainted optimization in many variables
IN THIS PACKAGE
Module Lbfgs . C

Vectors indexed by 0 .. n-1.

val min : ?print:print -> ?work:work -> ?nsteps:int -> ?stop:( state -> bool ) -> ?corrections:int -> ?factr:float -> ?pgtol:float -> ?n:int -> ?ofsl:int -> ?l:vec -> ?ofsu:int -> ?u:vec -> ( vec -> vec -> float ) -> ?ofsx:int -> vec -> float

See F.min. Note that the default value for ofsl, ofsu and ofsx is 0 and the one for n is dim x - ofsx.

val max : ?print:print -> ?work:work -> ?nsteps:int -> ?stop:( state -> bool ) -> ?corrections:int -> ?factr:float -> ?pgtol:float -> ?n:int -> ?ofsl:int -> ?l:vec -> ?ofsu:int -> ?u:vec -> ( vec -> vec -> float ) -> ?ofsx:int -> vec -> float

See F.max. Note that the default value for ofsl, ofsu and ofsx is 0 and the one for n is dim x - ofsx.