jkominek / lbfgsb

L-BFGS-B for Racket

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L-BFGS-B is released under the “New BSD License” (aka “Modified BSD License” or
“3-clause license”)                                                                  
Please read attached file License.txt                                                   

          L-BFGS-B (version 3.0)    march, 2011

This directory contains the modified/corrected limited memory
code for solving bound constrained optimization problems. 

_______________________________________________________________________

  o  f77 routines
  
     blas.f                subset of blas
     linpack.f             subset of linpack
     lbfgsb.f              main routine
     timer.f               routine to compute CPU time

  o  Makefile              Linux/Unix users. 

     To build the shared library run

        make

     This will create the file
 
     lbfgsb.so

  o  The following four articles are also included

     [1] algorithm.pdf     -  describes the algorithm                 
     [2] compact.pdf       -  presents the compact form of matrices
     [3] code.pdf          -  describes the code
     [4] acm-remark.pdf    -  describes the modification/correction

     The most useful articles for those who only wish to use the code 
     are [3,4]. Users interested in understanding the algorithm should 
     read [1] and possibly also [2].

________________________________________________________________________

For questions and help with this Racket-wrapped version contact

    Jay Kominek         <kominek@gmail.com>

________________________________________________________________________

Instructions for use are forthcoming.

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L-BFGS-B for Racket

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