yorick-optimpack

Description

OptimPack is a portable C library which implements algorithms for optimization of large scale problems with bound constraints. Large scale means some million variables (e.g. pixel values) or more.

The most important algorithm is VMLM-B: a variable metric method with limited memory requirements and, possibly, bound constraints on the parameters. The algorithm is based on limited memory BFGS updates with Moré & Thuente inexact line search and gradient projection to account for bounds.

This package contains two Yorick plug-ins: one based on the newer OptimPackLegacy version and, for backward compatibility, one based on the previous OptimPack1 implementation.

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Homepage

https://cral.univ-lyon1.fr/labo/perso/eric.thiebaut/?Software/OptimPack

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