43 lines
1.4 KiB
Plaintext
43 lines
1.4 KiB
Plaintext
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libLBFGS: C library of limited-memory BFGS (L-BFGS)
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Copyright (c) 1990, Jorge Nocedal
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Copyright (c) 2007, Naoaki Okazaki
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=========================================================================
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1. Introduction
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=========================================================================
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libLBFGS is a C port of the implementation of Limited-memory
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Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method written by Jorge Nocedal.
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The original FORTRAN source code is available at:
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http://www.ece.northwestern.edu/~nocedal/lbfgs.html
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The L-BFGS method solves the unconstrainted minimization problem:
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minimize F(x), x = (x1, x2, ..., xN),
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only if the objective function F(x) and its gradient G(x) are computable.
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Refer to the libLBFGS web site for more information.
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http://www.chokkan.org/software/liblbfgs/
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=========================================================================
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2. How to build the sample program
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=========================================================================
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[Microsoft Visual Studio 2005]
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Open the solution file "test/lbfgs.sln" and build it.
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[GCC]
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$ cd test
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$ ./build.sh
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=========================================================================
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3. License
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=========================================================================
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libLBFGS is distributed under the term of the MIT license.
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Please refer to COPYING file in the distribution.
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$Id$
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