liblbfgs

This is a build2 package for the liblbfgs C library. It provides a C port of the implementation of Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method written by Jorge Nocedal. The original FORTRAN source code is available at: http://www.ece.northwestern.edu/~nocedal/lbfgs.html

The L-BFGS method solves the unconstrainted minimization problem: minimize F(x), x = (x1, x2, ..., xN), only if the objective function F(x) and its gradient G(x) are computable.

Refer to the libLBFGS web site for more information. http://www.chokkan.org/software/liblbfgs/