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Perl interface to an L-BFGS non-linear optimization algorithm


Algorithm::LBFGS is an interface to liblbfgs, a C implementation of L-BFGS.

L-BFGS (Limited-memory Broyden-Fletcher-Goldfarb-Shanno) is a quasi-Newton method for unconstrained optimization. This method is especially efficient on problems involving a large number of variables.

Generally, it solves a problem described as following:

min f(x), x = (x1, x2, ..., xn)

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