| | From the website for the L-BFGS-B code (from at |
| | http: |
| |
|
| | """ |
| | L-BFGS-B is a limited-memory quasi-Newton code for bound-constrained |
| | optimization, i.e. for problems where the only constraints are of the |
| | form l<= x <= u. |
| | """ |
| |
|
| | This is a Python wrapper (using F2PY) written by David M. Cooke |
| | <cookedm@physics.mcmaster.ca> and released as version 0.9 on April 9, 2004. |
| | The wrapper was slightly modified by Joonas Paalasmaa for the 3.0 version |
| | in March 2012. |
| |
|
| | License of L-BFGS-B (Fortran code) |
| | ================================== |
| |
|
| | The version included here (in lbfgsb.f) is 3.0 (released April 25, 2011). It was |
| | written by Ciyou Zhu, Richard Byrd, and Jorge Nocedal <nocedal@ece.nwu.edu>. It |
| | carries the following condition for use: |
| |
|
| | """ |
| | This software is freely available, but we expect that all publications |
| | describing work using this software, or all commercial products using it, |
| | quote at least one of the references given below. This software is released |
| | under the BSD License. |
| | |
| | References |
| | * R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound |
| | Constrained Optimization, (1995), SIAM Journal on Scientific and |
| | Statistical Computing, 16, 5, pp. 1190-1208. |
| | * C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B, |
| | FORTRAN routines for large scale bound constrained optimization (1997), |
| | ACM Transactions on Mathematical Software, 23, 4, pp. 550 - 560. |
| | * J.L. Morales and J. Nocedal. L-BFGS-B: Remark on Algorithm 778: L-BFGS-B, |
| | FORTRAN routines for large scale bound constrained optimization (2011), |
| | ACM Transactions on Mathematical Software, 38, 1. |
| | """ |
| |
|
| | The Python wrapper |
| | ================== |
| |
|
| | This code uses F2PY (http: |
| | the wrapper around the Fortran code. |
| |
|
| | The Python code and wrapper are copyrighted 2004 by David M. Cooke |
| | <cookedm@physics.mcmaster.ca>. |
| |
|
| | Example usage |
| | ============= |
| |
|
| | An example of the usage is given at the bottom of the lbfgsb.py file. |
| | Run it with 'python lbfgsb.py'. |
| |
|
| | License for the Python wrapper |
| | ============================== |
| |
|
| | Copyright (c) 2004 David M. Cooke <cookedm@physics.mcmaster.ca> |
| |
|
| | Permission is hereby granted, free of charge, to any person obtaining a copy of |
| | this software and associated documentation files (the "Software"), to deal in |
| | the Software without restriction, including without limitation the rights to |
| | use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies |
| | of the Software, and to permit persons to whom the Software is furnished to do |
| | so, subject to the following conditions: |
| |
|
| | The above copyright notice and this permission notice shall be included in all |
| | copies or substantial portions of the Software. |
| |
|
| | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR |
| | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, |
| | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE |
| | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER |
| | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, |
| | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE |
| | SOFTWARE. |
| |
|