L-BFGS Optimization Algorithm


(Florian Wechsung) #1

I noticed that a BFGS algorithm has been added to Math.Net recently. Are there plans to add L-BFGS as well? If not, then I’d be happy to contribute.


(Christoph Rüegg) #2

L-BFGS is certainly on my wish list. A contribution would be great, I’d happily accept it.

I’ve also found an existing L-BFGS implementation with a compatible license in FuncLib, which could help as starting point or reference.