perl-Algorithm-LBFGS

Perl extension for L-BFGS

L-BFGS (Limited-memory Broyden-Fletcher-Goldfarb-Shanno) is a quasi-Newton method for unconstrained optimization. This method is especially efficient on problems involving a large number of variables. Generally, it solves a problem described as following: min f(x), x = (x1, x2, ..., xn) Jorge Nocedal wrote a Fortran 77 version of this algorithm. <a href="http://www.ece.northwestern.edu/~nocedal/lbfgs.html">http://www.ece.northwestern.edu/~nocedal/lbfgs.html</a> And, Naoaki Okazaki rewrote it in pure C (liblbfgs). <a href="http://www.chokkan.org/software/liblbfgs/index.html">http://www.chokkan.org/software/liblbfgs/index.html</a> This module is a Perl port of Naoaki Okazaki's C version.

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