LBFGSpp (math/LBFGSpp) Updated: 1 week, 5 days ago Add to my watchlist

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.

Version: 0.3.0 License: MIT GitHub
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