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36151.
Solves nonlinear optimization problems using the limited-memory BFGS method. The user specifies a callback C function that returns the value and gradients of the cost function at a particular operating point. This library estimates the Hessians from user input, and applies Newton's method iteratively to find a local minimum of the cost function. This is a small library, written in C with minimal dependencies.
 
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Located in Package: liblbfgs0 Package: liblbfgs-dev
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