Re: Freely available optimization code

[chrislee@lavash.ius.cs.cmu.edu]

I find l-bfgs-b to be excellent for optimization, but I don't have
comparisons available.  I call a slightly modified version of this for
training neural networks in my LGPLed numerical library package
cmatlib (which I haven't made a Debian package for yet...).  It is a
fortran package (which I call from C using my fortranwrap
wrapper-generator program).

l-bfgs-b ---  http://www-fp.mcs.anl.gov/otc/Tools/LBFGS-B/
cmatlib  ---  http://www.cs.cmu.edu/~chrislee/Software/cmatlib/index.html

-- 
Christopher Lee
http://www.cs.cmu.edu/~chrislee
chrislee@ri.cmu.edu