Liblbfgs

Library of Limited-memory Broyden-Fletcher-Goldfarb-Shanno

This library is a C port of the implementation of Limited-memory Broyden-Fletcher-Goldfarb-Shanno L-BFGS method written by Jorge Nocedal. The original FORTRAN source code is available at http//www.ece.northwestern.edu/~nocedal/lbfgs.html

WWW http//www.chokkan.org/software/liblbfgs/