MATLAB LBFGS Wrapper
This is a wrapper for Zhu and Nocedal's limited memory BFGS optimizer for large-scale bound-constrained or unconstrained optimization problems, LBFGS-B. MATLAB 7, a C compiler, and a fortran compiler are required. The wrapper is distributed under the GNU GPL. Version 1.1 includes some files mistakenly left out of the initial release as well as support for a user-specified callback function.
The wrapper is for version 2.4 of LBFGS-B, which seems to be unvailable (Nocedal's distribution is version 2.1). I have placed version 2.4 here (see Nocedal's distribution for the license). Note: I do not provide support the fortran routines.
- Documentation: README
- Distribution: lbfgs-1.1.tar.gz [browse] v1.1