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PyLBFGS

This fork: API similar to scipy.optimize

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.

Usage

example.py currently only Python2.. Type:

python2 setup.py build_ext --inplace
python2 example.py

Installing

Type:

pip install pylbfgs

Hacking

Type:

pip install "pip>=10"
pip install -r requirements.txt
pip install -e .

To run the test suite:

pytest tests

Authors

PyLBFGS was written by Lars Buitinck.

Alexis Mignon submitted a patch for error handling.

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🚠 Python/Cython wrapper for liblbfgs

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