L-BFGS variant Optimization Algorithms

The L-BFGS implementation in this project is a fork of optimization part of RISO project http://riso.sourceforge.net/. We are planing to add L-BFGS variant algorithms like L-BFGS-B and OWL-QN to tackle simple box constraints and L1 regularized models.

Reference

The original Fortran code and paper can be found here http://www.ece.northwestern.edu/~nocedal/lbfgsb.html.