libLBFGS: C library of limited-memory BFGS (L-BFGS) Copyright (c) 1990, Jorge Nocedal Copyright (c) 2007, Naoaki Okazaki ========================================================================= 1. Introduction ========================================================================= libLBFGS is 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/ ========================================================================= 2. How to build the sample program ========================================================================= [Microsoft Visual Studio 2005] Open the solution file "test/lbfgs.sln" and build it. [GCC] $ cd test $ ./build.sh ========================================================================= 3. License ========================================================================= libLBFGS is distributed under the term of the MIT license. Please refer to COPYING file in the distribution. $Id$