A header-only L-BFGS unconstrained optimizer.

LBFGS-Lite is a C++ header-only library for unconstrained optimization.

Write cost function and set bound function. You can see the examples in src folder.

LBFGS-Lite is modified from LBFGS-Lite by ZJU-FAST-Lab, which is further based on the original Fortran version by Nocedal and the C version by Okazaki. Thus it is distributed under the term of the MIT license according to previous ones by Okazaki, by Nocedal and by ZJU-FAST-Lab. Please refer to LICENSE file in the distribution.