This is a Python wrapper around Naoaki Okazaki (chokkan)'s liblbfgs_ library of quasi-Newton optimization routines (limited memory BFGS and OWL-QN).
This package aims to provide a cleaner interface to the LBFGS algorithm than is currently available in SciPy_, and to provide the OWL-QN algorithm to Python users.
To build PyLBFGS, run python setup.py build_ext.
PyLBFGS is written in Cython and requires setuptools, NumPy_, liblbfgs and a relatively recent Cython compiler to build (tested with 0.15.1).
Type::
python setup.py install(optionally prefixed with sudo) to build and install PyLBFGS.
Type::
python setup.py build_ext -ito build PyLBFGS in-place, i.e. without installing it.
To run the test suite, make sure you have Nose_ installed, and type::
nosetests tests/PyLBFGS was written by Lars Buitinck.
Alexis Mignon submitted a patch for error handling.
.. _Cython: http://cython.org/
.. _liblbfgs: http://chokkan.org/software/liblbfgs/
.. _Nose: http://readthedocs.org/docs/nose/
.. _NumPy: http://numpy.scipy.org/
.. _SciPy: http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.fmin_l_bfgs_b.html
.. _setuptools: http://pypi.python.org/pypi/setuptools