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https://github.com/noshu/lbfgsb-sys
Rust binding of fortran Limited memory LBFGS subroutine
https://github.com/noshu/lbfgsb-sys
Last synced: 3 months ago
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Rust binding of fortran Limited memory LBFGS subroutine
- Host: GitHub
- URL: https://github.com/noshu/lbfgsb-sys
- Owner: noshu
- License: mit
- Created: 2016-05-17T16:51:26.000Z (over 8 years ago)
- Default Branch: master
- Last Pushed: 2019-07-30T21:44:57.000Z (over 5 years ago)
- Last Synced: 2024-10-12T00:38:37.986Z (3 months ago)
- Language: Fortran
- Size: 49.8 KB
- Stars: 14
- Watchers: 5
- Forks: 7
- Open Issues: 0
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Metadata Files:
- Readme: README.md
- License: LICENSE.md
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README
# lbfgs-sys
Rust binding of fortran L-BFGS-B subroutine.
The orginal fortran subroutine is distributed under BSD-3 license. To know more about the condition to use these fortran routine please go [here](http://users.iems.northwestern.edu/~nocedal/lbfgsb.html)
#Reference
1. R. H. Byrd, P. Lu and J. Nocedal. [A Limited Memory Algorithm for Bound Constrained Optimization](http://www.ece.northwestern.edu/~nocedal/PSfiles/limited.ps.gz), (1995), SIAM Journal on Scientific and Statistical Computing , 16, 5, pp. 1190-1208.
2. C. Zhu, R. H. Byrd and J. Nocedal. [L-BFGS-B: Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization](http://www.ece.northwestern.edu/~nocedal/PSfiles/lbfgsb.ps.gz) (1997), ACM Transactions on Mathematical Software, Vol 23, Num. 4, pp. 550 - 560.
3. J.L. Morales and J. Nocedal. [L-BFGS-B: Remark on Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization](http://www.ece.northwestern.edu/~morales/PSfiles/acm-remark.pdf) (2011), to appear in ACM Transactions on Mathematical Software.