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.
Tagsscience numerics optimization minimization maximization bound-constrained large-scale
Published: 18 Oct 2023
OCaml bindings for L-BFGS
This library is a binding to Nocedal's implementation of L-BFGS-B which adds the possibility of setting bounds on the variables.
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
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
If you cloned this repository, issue
dune build @doc