2013-06-13 23:57:55 +01:00
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libLBFGS: C library of limited-memory BFGS (L-BFGS)
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2013-06-20 03:34:30 +01:00
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Copyright (c) 1990, Jorge Nocedal
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Copyright (c) 2007-2010, Naoaki Okazaki
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2013-06-13 23:57:55 +01:00
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=========================================================================
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1. Introduction
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=========================================================================
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libLBFGS is a C port of the implementation of Limited-memory
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Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method written by Jorge Nocedal.
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The original FORTRAN source code is available at:
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http://www.ece.northwestern.edu/~nocedal/lbfgs.html
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The L-BFGS method solves the unconstrainted minimization problem:
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minimize F(x), x = (x1, x2, ..., xN),
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only if the objective function F(x) and its gradient G(x) are computable.
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Refer to the libLBFGS web site for more information.
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http://www.chokkan.org/software/liblbfgs/
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=========================================================================
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2. How to build
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=========================================================================
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[Microsoft Visual Studio 2008]
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Open the solution file "lbfgs.sln" and build it.
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[GCC]
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$ ./configure
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$ make
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$ make install # To install libLBFGS library and header.
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=========================================================================
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3. Note on SSE/SSE2 optimization
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=========================================================================
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This library has SSE/SSE2 optimization routines for vector arithmetic
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operations on Intel/AMD processors. The SSE2 routine is for 64 bit double
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values, and the SSE routine is for 32 bit float values. Since the default
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parameters in libLBFGS are tuned for double precision values, it may need
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to modify these parameters to use the SSE optimization routines.
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To use the SSE2 optimization routine, specify --enable-sse2 option to the
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configure script.
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$ ./configure --enable-sse2
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To build libLBFGS with SSE2 optimization enabled on Microsoft Visual
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Studio 2005, define USE_SSE and __SSE2__ symbols.
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Make sure to run libLBFGS on processors where SSE2 instrunctions are
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available. The library does not check the existence of SSE2 instructions.
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To package maintainers,
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Please do not enable SSE/SSE2 optimization routine. The library built
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with SSE/SSE2 optimization will crash without any notice when necessary
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SSE/SSE2 instructions are unavailable on CPUs.
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=========================================================================
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4. License
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=========================================================================
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libLBFGS is distributed under the term of the MIT license.
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Please refer to COPYING file in the distribution.
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2013-06-20 03:34:30 +01:00
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$Id$
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