pub fn lbfgsb(
f: impl Fn(&[f64]) -> f64,
grad: impl Fn(&[f64]) -> Vec<f64>,
x0: Vec<f64>,
lb: &[f64],
ub: &[f64],
m: usize,
tol: f64,
max_iter: u32,
) -> OptResultExpand description
L-BFGS-B: box-constrained variant of L-BFGS.
Enforces lb\[i\] ≤ x\[i\] ≤ ub\[i\] by projecting the search direction onto the
feasible set after each step (simple projected L-BFGS).