https://github.com/chris00/l-bfgs-ocaml

OCaml bindings for L-BFGS
https://github.com/chris00/l-bfgs-ocaml

Last synced: 15 days ago
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OCaml bindings for L-BFGS

• Host: GitHub
• URL: https://github.com/chris00/l-bfgs-ocaml
• Owner: Chris00
• License: lgpl-3.0
• Created: 2015-06-07T08:05:34.000Z (over 9 years ago)
• Default Branch: master
• Last Pushed: 2023-10-12T06:12:25.000Z (about 1 year ago)
• Last Synced: 2024-05-09T23:23:04.193Z (6 months ago)
• Language: Fortran
• Size: 784 KB
• Stars: 15
• Watchers: 7
• Forks: 3
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • Changelog: CHANGES.md
  • License: LICENSE.md

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README

        
[![Build Status](https://travis-ci.org/Chris00/L-BFGS-ocaml.svg?branch=master)](https://travis-ci.org/Chris00/L-BFGS-ocaml)

OCaml bindings for L-BFGS

=========================

[L-BFGS](https://en.wikipedia.org/wiki/Limited-memory_BFGS) is an

optimization algorithm in the family of quasi-Newton methods that

approximates the

[Broyden–Fletcher–Goldfarb–Shanno](https://en.wikipedia.org/wiki/Broyden%E2%80%93Fletcher%E2%80%93Goldfarb%E2%80%93Shanno_algorithm)

(BFGS) algorithm using a limited amount of computer memory.

This library is a binding to Nocedal's implementation of

[L-BFGS-B](http://users.eecs.northwestern.edu/~nocedal/lbfgsb.html)

which adds the possibility of setting bounds on the variables.

Install

-------

The easiest way to install the library is to use

[opam](https://opam.ocaml.org/):

    opam install lbfgs

If you clone this repository, download

[Lbfgsb.3.0](http://users.iems.northwestern.edu/~nocedal/Software/Lbfgsb.3.0.tar.gz)

and extract it in `src/` (it should create `src/Lbfgsb.3.0/`).

Then issue `make` and `make install`.

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

Documentation

-------------

If you cloned this repository, issue

    dune build @doc

You can also consult the [interface](src/lbfgs.mli) or

[online](https://Chris00.github.io/L-BFGS-ocaml/doc).