libLBFGS: C library of limited-memory BFGS (L-BFGS)
Copyright (c) 1990, Jorge Nocedal
Copyright (c) 2007-2010, Naoaki Okazaki
=========================================================================
1. Introduction
=========================================================================
This is a fork of libLBFGS, restructured to be a header-only library by
Harris Snyder.
libLBFGS 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
The L-BFGS method solves the unconstrainted minimization problem:
minimize F(x), x = (x1, x2, ..., xN),
only if the objective function F(x) and its gradient G(x) are computable.
Refer to the libLBFGS web site for more information.
http://www.chokkan.org/software/liblbfgs/
=========================================================================
2. How to build
=========================================================================
No build. Just drop lbfgs.h into your project and #include them.
In exactly one C file, you need to define LBFGS_IMPLEMENTATION before
you #include "lbfgs.h"
=========================================================================
3. Note on floating point precision
=========================================================================
This library uses double precision by default. If you want single,
`#define LBFGS_FLOAT 32` before you include "lbfgs.h" (everywhere).
=========================================================================
4. License
=========================================================================
libLBFGS is distributed under the term of the MIT license.
Please refer to COPYING file in the distribution.
$Id$