/LBFGSmp

Multiple precision LBFGS

Primary LanguageC++GNU General Public License v3.0GPL-3.0

mpLBFGS

mpLBFGS is a header-only C++ library that implements the limited-memory BFGS algorithm (L-BFGS) with multiple precision. The code is derived from libLBFGS and LBFGS++ libraries; the original algorithm and implementation goes back to Jorge Nocedal. The multiple precision class mpreal uses MPFR C++.

License

mpLBFGS is licensed under the GPL license.

Copyright (c) 1990, Jorge Nocedal
Copyright (c) 2007–2010, Naoaki Okazaki
Copyright (c) 2016, Yixuan Qiu
Copyright (c) 2018–2019, Alex Vlasiuk