README 3.3 KB

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  1. From the website for the L-BFGS-B code (from at
  2. http://www.ece.northwestern.edu/~nocedal/lbfgsb.html):
  3. """
  4. L-BFGS-B is a limited-memory quasi-Newton code for bound-constrained
  5. optimization, i.e. for problems where the only constraints are of the
  6. form l<= x <= u.
  7. """
  8. This is a Python wrapper (using F2PY) written by David M. Cooke
  9. <cookedm@physics.mcmaster.ca> and released as version 0.9 on April 9, 2004.
  10. The wrapper was slightly modified by Joonas Paalasmaa for the 3.0 version
  11. in March 2012.
  12. License of L-BFGS-B (Fortran code)
  13. ==================================
  14. The version included here (in lbfgsb.f) is 3.0 (released April 25, 2011). It was
  15. written by Ciyou Zhu, Richard Byrd, and Jorge Nocedal <nocedal@ece.nwu.edu>. It
  16. carries the following condition for use:
  17. """
  18. This software is freely available, but we expect that all publications
  19. describing work using this software, or all commercial products using it,
  20. quote at least one of the references given below. This software is released
  21. under the BSD License.
  22. References
  23. * R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound
  24. Constrained Optimization, (1995), SIAM Journal on Scientific and
  25. Statistical Computing, 16, 5, pp. 1190-1208.
  26. * C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B,
  27. FORTRAN routines for large scale bound constrained optimization (1997),
  28. ACM Transactions on Mathematical Software, 23, 4, pp. 550 - 560.
  29. * J.L. Morales and J. Nocedal. L-BFGS-B: Remark on Algorithm 778: L-BFGS-B,
  30. FORTRAN routines for large scale bound constrained optimization (2011),
  31. ACM Transactions on Mathematical Software, 38, 1.
  32. """
  33. The Python wrapper
  34. ==================
  35. This code uses F2PY (http://cens.ioc.ee/projects/f2py2e/) to generate
  36. the wrapper around the Fortran code.
  37. The Python code and wrapper are copyrighted 2004 by David M. Cooke
  38. <cookedm@physics.mcmaster.ca>.
  39. Installation
  40. ============
  41. Make sure you have F2PY, scipy_distutils, and a BLAS library that
  42. scipy_distutils can find. Then,
  43. $ python setup.py build
  44. $ python setup.py install
  45. and you're done.
  46. Example usage
  47. =============
  48. An example of the usage is given at the bottom of the lbfgsb.py file.
  49. Run it with 'python lbfgsb.py'.
  50. License for the Python wrapper
  51. ==============================
  52. Copyright (c) 2004 David M. Cooke <cookedm@physics.mcmaster.ca>
  53. Permission is hereby granted, free of charge, to any person obtaining a copy of
  54. this software and associated documentation files (the "Software"), to deal in
  55. the Software without restriction, including without limitation the rights to
  56. use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies
  57. of the Software, and to permit persons to whom the Software is furnished to do
  58. so, subject to the following conditions:
  59. The above copyright notice and this permission notice shall be included in all
  60. copies or substantial portions of the Software.
  61. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
  62. IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
  63. FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
  64. AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
  65. LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
  66. OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
  67. SOFTWARE.