Lib.rs

› Algorithms
#algorithm #version #problem #variables #bounds #becker #stephen

lbfgsb

Rust wrapper for L-BFGS-B-C, a C version of the L-BFGS-B algorithm by Stephen Becker

by Wenping Guo

1 unstable release

0.1.0 Jul 1, 2023

#76 in #bounds

BSD-3-Clause

255KB
4K SLoC

C 3K SLoC // 0.5% comments Objective-C 606 SLoC Rust 259 SLoC // 0.3% comments

Contains (Mach-o exe, 105KB) lib/Matlab/lbfgsb_wrapper.mexmaci64, (ELF exe/lib, 72KB) lib/src/x.lbfgsb_77_1, (ELF exe/lib, 72KB) lib/src/x.lbfgsb_77_2, (ELF exe/lib, 72KB) lib/src/x.lbfgsb_77_3, (ELF exe/lib, 61KB) lib/Matlab/lbfgsb_wrapper.mexa64, (DOS exe, 60KB) lib/Matlab/lbfgsb_wrapper.mexw64

BSD-3 licensed Crates.io

Features

This is a simple rust wrapper of C version of L-BFGS-B algorithm by Stephen Becker, which can efficiently handle large-scale optimization problems with simple bounds on the variables.

Usage

See tests/driver1.rs for details

Dependencies

~0.1–2.1MB
~41K SLoC