LBFGS

LibLBFGS (C Lib) wrapper.

This is an FFI interface to LibLBFGS.

Installation

Simply build and install LibLBFGS (with no SSE2 support, for now I don't support aligned memory blocks).

This package can be installed with Luarocks.

Usage

The code in test.lua demonstrates how to use the solver. Its interface is 100% compatible to the solvers in optim.