The hlbfgsb package
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.
|Dependencies||base (4.*), vector (≥0.9)|
|Source repository||darcs get http://people.ksp.sk/~ivan/hlbfgsb|
|Upload date||Fri May 4 11:04:43 UTC 2012|