libLBFGS: C library of limited-memory BFGS (L-BFGS)

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1. Introduction ========================================================================= libLBFGS is a C port of the implementation of Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method written by Jorge Nocedal. The original FORTRAN source code is available at: http://www.ece.northwestern.edu/~nocedal/lbfgs.html

   The L-BFGS method solves the unconstrainted minimization problem: minimize F(x), x = (x1, x2, ..., xN), only if the objective function F(x) and its gradient G(x) are computable.

   Refer to the libLBFGS web site for more information. http://www.chokkan.org/software/liblbfgs/

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2. How to build ========================================================================= [Microsoft Visual Studio 2008] Open the solution file "lbfgs.sln" and build it.

   [GCC] $ ./configure $ make $ make install # To install libLBFGS library and header.

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3. Note on SSE/SSE2 optimization ========================================================================= This library has SSE/SSE2 optimization routines for vector arithmetic operations on Intel/AMD processors. The SSE2 routine is for 64 bit double values, and the SSE routine is for 32 bit float values. Since the default parameters in libLBFGS are tuned for double precision values, it may need to modify these parameters to use the SSE optimization routines.

   To use the SSE2 optimization routine, specify --enable-sse2 option to the configure script.

   $ ./configure --enable-sse2

   To build libLBFGS with SSE2 optimization enabled on Microsoft Visual Studio 2005, define USE_SSE and SSE2 symbols.

   Make sure to run libLBFGS on processors where SSE2 instrunctions are available. The library does not check the existence of SSE2 instructions.

   To package maintainers,

   Please do not enable SSE/SSE2 optimization routine. The library built with SSE/SSE2 optimization will crash without any notice when necessary SSE/SSE2 instructions are unavailable on CPUs.

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4. License ========================================================================= libLBFGS is distributed under the term of the MIT license. Please refer to COPYING file in the distribution.

   $Id$