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- From the website for the L-BFGS-B code (from at
- http://www.ece.northwestern.edu/~nocedal/lbfgsb.html):
- """
- 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://cens.ioc.ee/projects/f2py2e/) to generate
- the wrapper around the Fortran code.
- The Python code and wrapper are copyrighted 2004 by David M. Cooke
- <cookedm@physics.mcmaster.ca>.
- Installation
- ============
- Make sure you have F2PY, scipy_distutils, and a BLAS library that
- scipy_distutils can find. Then,
- $ python setup.py build
- $ python setup.py install
- and you're done.
- 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.
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