libLBFGS

Library that implements the L-BFGS method
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libLBFGS Ranking & Summary

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  • Rating:
  • License:
  • MIT License
  • Publisher Name:
  • Naoaki Okazaki
  • Operating Systems:
  • Mac OS X
  • File Size:
  • 319 KB

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libLBFGS Description

libLBFGS is a small library that implements the Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method. This particular method finds a minimizer by approximating the inverse hessian matrix by information from last m iterations. libLBFGS was created to save the memory storage and computational time drastically for large-scaled problems.


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