This is a Python wrapper around Naoaki Okazaki (chokkan)'s liblbfgs library of quasi-Newton optimization routines (limited memory BFGS and OWL-QN).

This package aims to provide a cleaner interface to the LBFGS algorithm than is currently available in SciPy, and to provide the OWL-QN algorithm to Python users.

Type:

pip install pylbfgs

Type:

pip install "pip>=10"
pip install -r requirements.txt
pip install -e .

To run the test suite:

pytest tests

PyLBFGS was written by Lars Buitinck.

Alexis Mignon submitted a patch for error handling.