Perl interface to an L-BFGS non-linear optimization algorithm
Algorithm::LBFGS is an interface to liblbfgs, a C implementation of 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)
20 March 2013
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20 March 2013
License: Artistic or GPL-1+
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