======
LBFGSB
======
|License| |Stars| |Python| |PyPI| |Downloads| |Build Status| |Documentation Status| |Coverage| |Codacy| |Precommit: enabled| |Code style: black| |Ruff| |Mypy| |DOI|
A python impementation of the famous L-BFGS-B quasi-Newton solver [1].
This code is a python port of the famous implementation of Limited-memory
Broyden-Fletcher-Goldfarb-Shanno (L-BFGS), algorithm 778 written in Fortran [2,3]
(last update in 2011).
Note that this is not a wrapper like `minimize`` in scipy but a complete
reimplementation (pure python).
The original Fortran code can be found here: https://dl.acm.org/doi/10.1145/279232.279236
References
----------
[1] R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound
Constrained Optimization, (1995), SIAM Journal on Scientific and
Statistical Computing, 16, 5, pp. 1190-1208.
[2] C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B,
FORTRAN routines for large scale bound constrained optimization (1997),
ACM Transactions on Mathematical Software, 23, 4, pp. 550 - 560.
[3] J.L. Morales and J. Nocedal. L-BFGS-B: Remark on Algorithm 778: L-BFGS-B,
FORTRAN routines for large scale bound constrained optimization (2011),
ACM Transactions on Mathematical Software, 38, 1.
The aim of this reimplementation was threefold. First, familiarize ourselves with
the code, its logic and inner optimizations. Second, gain access to certain
parameters that are hard-coded in the Fortran code and cannot be modified (typically
wolfe conditions parameters for the line search). Third,
implement additional functionalities that require significant modification of
the code core.
* Free software: MIT license
* Documentation: https://lbfgsb.readthedocs.io.
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==============
Changelog
==============
0.1.1 (2024-06-29)
------------------
* First release on PyPI.
MIT License
Copyright (c) 2024 Antoine COLLET
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.
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Third,\nimplement additional functionalities that require significant modification of\nthe code core.\n\n* Free software: MIT license\n* Documentation: https://lbfgsb.readthedocs.io.\n\n.. |License| image:: https://img.shields.io/badge/License-MIT license-blue.svg\n :target: https://github.com/antoinecollet5/lbfgsb/-/blob/master/LICENSE\n\n.. |Stars| image:: https://img.shields.io/github/stars/antoinecollet5/lbfgsb.svg?style=social&label=Star&maxAge=2592000\n :target: https://github.com/antoinecollet5/lbfgsb/stargazers\n :alt: Stars\n\n.. |Python| image:: https://img.shields.io/pypi/pyversions/lbfgsb.svg\n :target: https://pypi.org/pypi/lbfgsb\n :alt: Python\n\n.. |PyPI| image:: https://img.shields.io/pypi/v/lbfgsb.svg\n :target: https://pypi.org/pypi/lbfgsb\n :alt: PyPI\n\n.. |Downloads| image:: https://static.pepy.tech/badge/lbfgsb\n :target: https://pepy.tech/project/lbfgsb\n :alt: Downoads\n\n.. |Build Status| image:: https://github.com/antoinecollet5/lbfgsb/actions/workflows/main.yml/badge.svg\n :target: https://github.com/antoinecollet5/lbfgsb/actions/workflows/main.yml\n :alt: Build Status\n\n.. |Documentation Status| image:: https://readthedocs.org/projects/lbfgsb/badge/?version=latest\n :target: https://lbfgsb.readthedocs.io/en/latest/?badge=latest\n :alt: Documentation Status\n\n.. |Coverage| image:: https://codecov.io/gh/antoinecollet5/lbfgsb/branch/master/graph/badge.svg?token=ISE874MMOF\n :target: https://codecov.io/gh/antoinecollet5/lbfgsb\n :alt: Coverage\n\n.. |Codacy| image:: https://app.codacy.com/project/badge/Grade/a3ad37554c5845e6a27e096e77dcca2f\n :target: https://app.codacy.com/gh/antoinecollet5/lbfgsb/dashboard?utm_source=gh&utm_medium=referral&utm_content=&utm_campaign=Badge_grade\n :alt: codacy\n\n.. |Precommit: enabled| image:: https://img.shields.io/badge/pre--commit-enabled-brightgreen?logo=pre-commit\n :target: https://github.com/pre-commit/pre-commit\n\n.. |Code style: black| image:: https://img.shields.io/badge/code%20style-black-000000.svg?style=flat\n :target: https://github.com/psf/black\n :alt: Black\n\n.. |Ruff| image:: https://img.shields.io/endpoint?url=https://raw.githubusercontent.com/astral-sh/ruff/main/assets/badge/v2.json\n :target: https://github.com/astral-sh/ruff\n :alt: Ruff\n\n.. |Mypy| image:: https://www.mypy-lang.org/static/mypy_badge.svg\n :target: https://mypy-lang.org/\n :alt: Checked with mypy\n\n.. |DOI| image:: https://zenodo.org/badge/DOI/10.5281/zenodo.11384588.svg\n :target: https://doi.org/10.5281/zenodo.11384588\n\n==============\nChangelog\n==============\n\n0.1.1 (2024-06-29)\n------------------\n\n* First release on PyPI.\n\nMIT License\n\nCopyright (c) 2024 Antoine COLLET\n\nPermission is hereby granted, free of charge, to any person obtaining a copy\nof this software and associated documentation files (the \"Software\"), to deal\nin the Software without restriction, including without limitation the rights\nto use, copy, modify, merge, publish, distribute, sublicense, and/or sell\ncopies of the Software, and to permit persons to whom the Software is\nfurnished to do so, subject to the following conditions:\n\nThe above copyright notice and this permission notice shall be included in all\ncopies or substantial portions of the Software.\n\nTHE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR\nIMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,\nFITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. 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