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Module lbfgs

Module lbfgs 

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L-BFGS (Limited-memory BFGS) optimizer.

Uses the two-loop recursion to compute search directions using only the last m (s, y) correction pairs, requiring O(mn) storage instead of O(n²).

Author: Moussa Leblouba Date: 8 February 2026 Modified: 2 May 2026

Structs§

Lbfgs
L-BFGS optimizer.
LbfgsOptions
Options specific to L-BFGS.

Functions§

lbfgs_minimize
Minimize f(x) using L-BFGS.