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lbfgspp

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

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About

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

Commands

lbfgspp

Examples

Include the library in a C++ project for unconstrained optimization$ #include <LBFGS.h> // Use LBFGSpp::LBFGSSolver for L-BFGS optimization
Compile a C++ program that uses LBFGS++ for minimization$ g++ -I/usr/local/include my_optimization.cpp -o my_optimizer -std=c++11
Access library headers after installation via Homebrew$ ls /usr/local/opt/lbfgspp/include