@hackage / hlbfgsb

Haskell bindings to Nocedal's 3.0 version of the Limited memory - Broyden Fletcher Goldfarb Shanno - Bounded optimization algorithm.

Initial version, but functional. So far no support for limiting iteration count. A more powerful interface should be developed.

Notice: The fortran code is marked pure, althugh it tends to write to standard output at troubled times (should be fixed at some point in time).

From homepage: Software for Large-scale Bound-constrained Optimization L-BFGS-B is a limited-memory quasi-Newton code for bound-constrained optimization, i.e. for problems where the only constraints are of the form l <= x <= u. The current release is version 3.0. The distribution file was last changed on 2011-08-02.