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lbfgs

于 2011-12-24 发布文件大小:9KB

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This submission contains an interface to a LBFGS-code for unconstrained minimization problems of the form min_{x} f(x) + c*| ilde{x}|, where x are the parameters, f is a scalar valued real function, c is a positive scalar (default value=0), |.| denotes the 1-norm, and ilde{x} is some subset of the parameters x.

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