[ANN] New version of package lbfgs

[Chris00]

It is my pleasure to announce a new release of lbfgs, a binding to Nocedal’s implementation of the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm using a limited amount of computer memory with the possibility of setting bounds on the variables. The purpose of this algorithm is to solve large-scale nonlinear optimization problems. Here are some elementary examples of use. I hope you will find this library useful.