LBFGSBJava

L-BFGS-B box constrained optimizer

• Most of the code ported from LBFGS++ code.
• MoreThuente line search ported from R source and Julia LineSearches.jl
• MoreThuente can be used with strong or weak (default) Wolfe condition
• LewisOverton (experimental, don't use) line search ported from LBFGS-Lite

LBFGSBJava is implemented without any dependencies.

See org.generateme.lbfgsb.examples for usage cases.

Target function

Each target function should implement IGradFunction interface.

• default implementation of gradient uses finite differences method
• implementing only evaluate(x) will use finite differences
• there is a possibility to calculate function value and gradient in one call, implement gradient(x,grad) and implement in_place_gradient to return true. See Rosenbrock in examples.

Licence

Copyright (c) 2023 GenerateMe

The MIT Licence