libLBFGSLibrary that implements the L-BFGS method | |
Download |
libLBFGS Ranking & Summary
Advertisement
- License:
- MIT License
- Publisher Name:
- Naoaki Okazaki
- Operating Systems:
- Mac OS X
- File Size:
- 319 KB
libLBFGS Tags
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.
libLBFGS Related Software