LBFGS and OWL-QN optimization algorithms

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PyLBFGS

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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.

Installing

Type:

pip install pylbfgs

Hacking

Type:

pip install -r requirements.txt
cython lbfgs/_lowlevel.pyx
python setup.py build_ext -i

to build PyLBFGS in-place, i.e. without installing it.

To run the test suite, make sure you have pytest installed, and type:

pytest tests

Authors

PyLBFGS was written by Lars Buitinck.

Alexis Mignon submitted a patch for error handling.

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Release history Release notifications | RSS feed

0.2.0.16

0.2.0.15

0.2.0.14

0.2.0.13

0.2.0.12

0.2.0.11

0.2.0.10

0.2.0.9

0.2.0.8

0.2.0.7

0.2.0.6

0.2.0.5

This version

0.2.0.4

0.2.0.3

0.2.0.2

0.2.0.1

0.1.13

0.1.12

0.1.11

0.1.10

0.1.9

0.1.8

0.1.7

0.1.6

0.1.5

0.1.4

0.1.3

0.1.2

0.1.1

0.1

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