[ 原始碼： liblbfgs ]
套件：liblbfgs0（1.10-8）
L-BFGS solver for unconstrained nonlinear optimization problems
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.