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Commit 0398239c authored by nksallem's avatar nksallem
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[wip/liblbfgs] Add liblbfgs an implementation of L-BFGS optimization method

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......@@ -17,5 +17,6 @@ SUBDIR+= sot-gui
SUBDIR+= spark-genom
SUBDIR+= stackoftasks
SUBDIR+= visp
SUBDIR+= liblbfgs
include ../mk/robotpkg.subdir.mk
This library is a C port of the implementation of Limited-memory
Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method written by Jorge Nocedal. The
original FORTRAN source code is available at:
http://www.ece.northwestern.edu/~nocedal/lbfgs.html
The L-BFGS method solves the unconstrainted minimization problem,
minimize F(x), x = (x1, x2, ..., xN),
only if the objective function F(x) and its gradient G(x) are computable. The
well-known Newton's method requires computation of the inverse of the hessian
matrix of the objective function. However, the computational cost for the inverse
hessian matrix is expensive especially when the objective function takes a large
number of variables. The L-BFGS method iteratively finds a minimizer by
approximating the inverse hessian matrix by information from last m iterations.
This innovation saves the memory storage and computational time drastically for
large-scaled problems.
\ No newline at end of file
# $LAAS: Makefile 2010/03/22 16:02:45 nksallem $
#
# Copyright (c) 2007-2010 LAAS/CNRS
# All rights reserved.
#
# Redistribution and use in source and binary forms, with or without
# modification, are permitted provided that the following conditions are
# met:
#
# 1. Redistributions of source code must retain the above copyright
# notice and this list of conditions.
# 2. Redistributions in binary form must reproduce the above copyright
# notice and this list of conditions in the documentation and/or
# other materials provided with the distribution.
#
# Nizar Sallem on Tue Aug 24 2010
#
DISTNAME= liblbfgs-1.9
PKGNAME= liblbfgs
EXTRACT_SUFX= .tar.gz
CATEGORIES= math
MASTER_SITES= http://www.chokkan.org/software/dist/
MAINTAINER= openrobots@laas.fr
HOMEPAGE= http://www.chokkan.org/software/liblbfgs/
COMMENT= Limited-memory Broyden-Fletcher-Goldfarb-Shanno C port
LICENSE= mit
USE_LANGUAGES+= c c++
GNU_CONFIGURE = yes
include ../../pkgtools/libtool/depend.mk
include ../../mk/robotpkg.mk
@comment Fri Nov 5 11:36:07 CET 2010
include/lbfgs.h
lib/${PKGNAME}.la
share/doc/${PKGNAME}/AUTHORS
share/doc/${PKGNAME}/COPYING
share/doc/${PKGNAME}/ChangeLog
share/doc/${PKGNAME}/INSTALL
share/doc/${PKGNAME}/NEWS
share/doc/${PKGNAME}/README
# robotpkg depend.mk for: wip/liblbfgs
# Created: Anthony Mallet on Fri, 14 Mar 2008
#
DEPEND_DEPTH:= ${DEPEND_DEPTH}+
LIBLBFGS_DEPEND_MK:= ${LIBLBFGS_DEPEND_MK}+
ifeq (+,$(DEPEND_DEPTH))
DEPEND_PKG+= liblbfgs
endif
ifeq (+,$(LIBLBFGS_DEPEND_MK)) # ---------------------------------------------
PREFER.liblbfgs?= robotpkg
DEPEND_USE+= liblbfgs
DEPEND_ABI.liblbfgs?= liblbfgs>=1.9
DEPEND_DIR.liblbfgs?= ../../wip/liblbfgs
SYSTEM_SEARCH.liblbfgs=\
include/lbfgs.h \
lib/liblbfgs.la
endif # LIBLBFGS_DEPEND_MK ---------------------------------------------------
DEPEND_DEPTH:= ${DEPEND_DEPTH:+=}
SHA1 (liblbfgs-1.9.tar.gz) = 9bd56c8b61a838badeb945399fbefbeb9b48b1db
RMD160 (liblbfgs-1.9.tar.gz) = 3d712334815daf10a1383ae7522013711284e283
Size (liblbfgs-1.9.tar.gz) = 318447 bytes
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