Skip to content

Rust binding of fortran Limited memory LBFGS subroutine

License

Notifications You must be signed in to change notification settings

noshu/lbfgsb-sys

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

39 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

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 #Reference

  1. R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound Constrained Optimization, (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 (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 (2011), to appear in ACM Transactions on Mathematical Software.

About

Rust binding of fortran Limited memory LBFGS subroutine

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published