https://github.com/emmt/c-lbfgsb
A C wrapper for the L-BFGS-B algorithm
https://github.com/emmt/c-lbfgsb
Last synced: 5 months ago
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A C wrapper for the L-BFGS-B algorithm
- Host: GitHub
- URL: https://github.com/emmt/c-lbfgsb
- Owner: emmt
- License: other
- Created: 2021-06-17T08:07:17.000Z (almost 5 years ago)
- Default Branch: master
- Last Pushed: 2022-03-16T10:37:28.000Z (about 4 years ago)
- Last Synced: 2025-01-29T06:49:11.043Z (over 1 year ago)
- Language: Fortran
- Size: 354 KB
- Stars: 2
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE.md
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README
# Wrappers for the L-BFGS-B algorithm
This repository provides thin C and [Yorick](http://github.com/LLNL/yorick/)
wrappers for using L-BFGS-B algorithm by Ciyou Zhu, Richard Byrd, Jorge Nocedal
and Jose Luis Morales.
L-BFGS-B is a numerical method to minimize a multi-variate differentiable
objective function possibly under separable bound constraints. The user is
required to provide the bounds and an initial solution and to compute the
objective function and its gradient for each iterates generated by the
algorithm. L-BFGS-B is a quasi-Newton method with low memory requirements
(*"L"* is for *"Limited memory"*) and which can optionally take into account
separable bound constraints (the final "*B*") on the variables. To determine
efficient search directions, L-BFGS-B approximates the Hessian of the objective
function by a a limited memory version of the
[Broyden-Fletcher-Goldfarb-Shanno](https://en.wikipedia.org/wiki/Broyden%E2%80%93Fletcher%E2%80%93Goldfarb%E2%80%93Shanno_algorithm)
model (*"BFGS"* for short).
## Installation
### To install the library
Go to [`src`](./src) directory. Edit `Makefile` to match your settings.
Then build and install the library and header file:
```sh
make
make install PREFIX=...
```
where `...` denotes a directory where to install things. Compiled libraries
are installed in `$PREFIX/lib` and header files are installed in
`$PREFIX/include`.
To test the software:
```sh
make check
```
### To install the Yorick plug-in
Follow instructions in [yorick/README.md](yorick/README.md) file, it is not
needed to install the library first.
## License(s)
The FORTRAN code of L-BFGS-B (version 3.0) by Ciyou Zhu, Richard Byrd, Jorge
Nocedal and Jose Luis Morales is in directory [`lbfgsb-3.0`](./lbfgsb-3.0].
This code has been released under the [“*New BSD
License*”](./lbfgsb-3.0/License.txt) (aka “*Modified BSD License*” or
“*3-clause license*”) and is freely available
[hure](http://users.iems.northwestern.edu/~nocedal/lbfgsb.html).
The C and Yorick parts (in directories [`src`](./src) and [`yorick`](./yorick))
are released under the [Simplified BSD 3-Clause License](./LICENSE.md).