PyLBFGS

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 Nose installed, and type:

nosetests tests/

Authors

PyLBFGS was written by Lars Buitinck.

Alexis Mignon submitted a patch for error handling.