Last data update: 2014.03.03

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lbfgs (Package: lbfgs) :

Performs function optimization using the Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) and Orthant-Wise Limited-memory Quasi-Newton optimization (OWL-QN) algorithms. A wrapper to the libLBFGS library by Naoaki Okazaki, based on an implementation of the L-BFGS method written by Jorge Nocedal. Please note that significant portions of this help file are taken from Okazaki's original documentation. For further information, please refer to the libLBFGS page.
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