lbfgs
Bound-constrainted optimization in many variables
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Library
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type vec = ( float, Bigarray.float64_elt, Bigarray.c_layout ) Bigarray.Array1.tVectors indexed by 0 .. n-1.
val min :
?print:print ->
?work:work ->
?nsteps:int ->
?stop:( state -> bool ) ->
?corrections:int ->
?factr:float ->
?pgtol:float ->
?n:int ->
?ofsl:int ->
?l:vec ->
?ofsu:int ->
?u:vec ->
( vec -> vec -> float ) ->
?ofsx:int ->
vec ->
floatSee F.min. Note that the default value for ofsl, ofsu and ofsx is 0 and the one for n is dim x - ofsx.
val max :
?print:print ->
?work:work ->
?nsteps:int ->
?stop:( state -> bool ) ->
?corrections:int ->
?factr:float ->
?pgtol:float ->
?n:int ->
?ofsl:int ->
?l:vec ->
?ofsu:int ->
?u:vec ->
( vec -> vec -> float ) ->
?ofsx:int ->
vec ->
floatSee F.max. Note that the default value for ofsl, ofsu and ofsx is 0 and the one for n is dim x - ofsx.