LBFGSpp

v 0.3.0 Updated: 2 months, 1 week ago

Header-only C++ library for L-BFGS and L-BFGS-B algorithms

LBFGS++ is a header-only C++ library that implements the Limited-memory BFGS algorithm (L-BFGS) for unconstrained minimization problems, and a modified version of the L-BFGS-B algorithm for box-constrained ones.

https://lbfgspp.statr.me

To install LBFGSpp, paste this in macOS terminal after installing MacPorts

sudo port install LBFGSpp

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